Install GuestAdditions

Open VirtualBox and select Kali
Go to Settings->Storage

Select the Empty CD drive and click the drive icon and select "Choose Virtual Optical Disk File

Navigate to /usr/share/virtualbox/
Open VBoxGuestAdditions.iso

Go to Settings->General->Advanced Tab
   Set Shared Clipboard to Bidirectional
   Set Drag'n'Drop to Bidirectional


Run Kali

cd /media/cdrom

sh VBoxLinuxAdditions.run