Installing Android SDK
You also need to install the Android SDK. Specifically, you need the Android SDK Manager. This is available by itself as a command-line tool or part of the full Android Studio IDE. If you can afford the disk space I recommend just installing Android Studio, as it provides a nice graphical interface for SDK Manager.
To install Android Studio IDE, go to https://developer.android.com/studio/install.html and click Download Android Studio. When the download is done, open it and follow the installation instructions.
You will be prompted for the locations of the Android Studio IDE and the SDK. You can accept the default locations or change them. Please make a note of the SDK path location; you will need to tell Unity this information in a later step:
Personally, I have more room on my D: drive so I installed the app into D:\Programs\Android\Android Studio. And I like to keep the SDK near the Android Studio program files, as it's easier to find again that way, so I change the Android SDK Installation Location to D:\Programs\Android\sdk.