Hello,
here is something from the VMWare article
https://kb.vmware.com/s/article/2146460
It means you do not have the linux-headers installed for your running kernel.
The following command will install the linux-headers automatically for all installed kernels but you are better using a LTS kernel:
sudo pacman -S $(pacman -Qsq "^linux" | grep "^linux[0-9]*[-rt]*$" | awk '{print $1"-headers"}' ORS=' ')
Reboot and then run:
sudo vmware-modconfig --console --install-all
Also see this for a reference, as you mentioned 5.7 kernel: