When we create our game, we might want to see how it looks when we build and run it outside of the editor as a standalone or web player. Today, I will explain how to access the Build Settings and how to create different builds of your games.
Go to File->Build Settings... (the menu item to access the Build Settings window. It pops up an editable list of the scenes that will be included when you build your game.) It is easy to add scene files to the list for multi-scene builds. There are two ways to add them:-

The first way is to click the Add Current button. We will see the currently open scene appear in the list.
The second way to add scene files is to drag them from the Project View to the list.

To remove a scene from the list, click to highlight the scene and press Command-Delete. The scene will disappear from the list and will not be included in the build.

When we are ready to publish your build, select a Platform(e.g. Android) and make sure that the Unity logo is next to the platform as shown in the image; if logo is not there then click in the Switch Platform button to let Unity know which platform we want to build for. Finally press the Build button. We will be able to select a name and location for the game using a standard Save dialog. When we click Save, Unity builds our game.
Building in Android requires Android SDK so here are the steps to download and install Android SDK

Setting up Android Developer environment

Android SDK Setup
Steps to download and install Android SDK:-
1. Download the Android SDK
Download by the following link:
http://developer.android.com/sdk/index.html

2.Install the Android SDK
SDK should have Android platform with API level equal to or higher than 9 (Platform 2.3 or greater)
Unpack the ZIP file (named adt-bundle-.zip) and save it to an appropriate location, such as a "Development" directory in your home directory.
Open the adt-bundle-/eclipse/ directory and launch eclipse.