root@kali:~# cd ~/Downloads
root@kali:~/Downloads# chmod +x xampp-linux-x64-5.6.23-0-installer.run
root@kali:~/Downloads# ./xampp-linux-x64-5.6.23-0-installer.run
root@kali:~/Downloads#
root@kali:cd /opt/lampp/htdocs#

http://docs.kali.org/general-use/kali-linux-virtual-box-guest