When you run a virtualized Linux machine on your vmware workstation or player, sometimes you need to access the host's shared folder. This is not a problem in Windows, the shared folder will automatically show in the disks. If you run Ubuntu, it is also quite simple and the disk will appear in /mnt/hgfs.
However, running Kali Linux is a bit tricky and the standard how-to don't work. You need to modify a bit the mount command
mount -t fuse.vmhgfs-fuse .host:/VM_Shared_Disk /mnt/hgfs/
Obviously VM_Shared_Disk is the name of the shared folder set under VM->Settings->Options->Shared Folders