it tells me it is not installed,
According to this tutorial I should enable this module with: $make nconfig
I get make: *** No rule to make target 'nconfig'. Stop.
what do i do now
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:
What do you mean by kernel configuration? Compilation? – I don’t know anything about it, but Arch Wiki is good start. Basic configuration tools – see kernel parameters, sysctl and kernel modules. If you have more specific requirements – eg. security configuration or module/parameter specific options, you should search on the Internet or look into documentation.