vkms module should be included in your installation by default – see modinfo vkms to check if you indeed have this in your system. You don’t see this module in lsmod because isn’t loaded to kernel. You can manually load module for current session via modprobe vkms.
If you want to load this module at startup, you need to add entry to /etc/modules-load.d/modules.conf:
# List of modules to load at boot
vkms