How to install files needed to build a kernel module

Tested with Ubuntu 19 using VirtualBox

1. Run: sudo apt-get install build-essential checkinstall
2. Optionally Run: uname -r (gives you build info ex: 5.3.0-28-generic)
3. Run: apt search linux-headers-$(uname -r)
3. Run: sudo apt-get install linux-headers-5.3.0-28-generic

Create your module and compile using the make utility.