The libaio messages is not the problem. I see those messages for a VMware Player 12.5.9 on Ubuntu and it runs fine. The picture you attached shows that the kernel development headers are not installed.
Run these commands from Terminal to install the necessary software/packages.
apt-get install net-tools
apt-get install gcc-6 gcc-6-multilib
apt-get install linux-headers-$(uname -r) libx11-6 libx11-dev xorg xorg-docs libxtst6 psmisc build-essential
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This answer solved my issue. I'm running Ubuntu 18.04 and VMware Workstation 14 PRO and got this same error. After updating per bluefirstorm, the kernel recompile for VMware was successful and the application opened as expected. Thanks bluefirestorm for taking the time to post!
Thanks for your answer. I had the same problem running VMWare Workstation PRO 15 on Ubuntu 19.04 and solved the problem.