There are some steps you must follow before you can build and run any code on your Android device. This is true regardless of whether you use Unity or write Android applications from scratch.
Go to the Android Developer SDK webpage. Download and unpack the latest Android SDK.
Follow the instructions under Installing the SDK (although you can freely skip the optional parts relating to Eclipse). In step 4 of Installing the SDK be sure to add at least one Android platform with API level equal to or higher than 9 (Platform 2.3 or greater), the Platform Tools, and the USB drivers if you're using Windows.
This can be tricky, especially under Windows based systems where drivers tend to be a problem. Also, your device may come with additional information or specific drivers from the manufacturer.
Note: Don't forget to turn on "USB Debugging" on your device. Go to Settings -> Developer options, then enable USB debugging. As of Jelly Bean the Developer options are hidden and it only appears when Settings -> About -> Build number has been tapped multiple times.
If you are unsure whether your device is properly installed on your system, please read the trouble-shooting page for details.
The first time you build a project for Android (or if Unity later fails to locate the SDK) you will be asked to locate the folder where you installed the Android SDK (you should select the root folder of the SDK installation). The location of the Android SDK can also be changed in the editor by selecting Unity > Preferences from the menu and then clicking on External Tools in the preferences window.
Page last updated: 2013-01-10