I am using a full fresh installed Kali Linux rolling edition. And please be specific to me while explaining the matter because I am very new-be in the world of Linux. My host OS is Ubuntu 15.10.
Simple and easy answer:
First install the needed dependencies you need to build the modules:
apt-get install linux-headers-amd64 dkms
Then install the gues additions with:
this will take care of everything normally. The VirtualBox Guest additions are not within the Kali repository so you cannot install them with
apt-get, but since you mounted the additions CD anyways (as seen in your screenshot) this above command will take care of everything.