Hello and welcome,
You do not have the headers for your kernel. That means the package for your kernel headers would need to be installed via the package manager.
Ex; for linux612 then linux612-headers.
But
First we might discuss.
The e1000e driver is included in the kernel.
Why do you believe you need to compile it?
What exactly are you compiling?
If you need assistance with something like a difficult or non-working hardware component then a good beginning is always some system information.
Please enter the following into your terminal and press Enter.
inxi -Farz
Then copy the content here, highlight, and use the code </> formatting button.
Or you could send it directly to a paste with a command like
inxi -Farz | curl -F 'file=@-' https://0x0.st
In which case a link will be produced which you could share here.
Also attached is a guide with tips such as how to format text.