1. Make sure you have java 32-bit version installed. ( by default if you have a x64 machine it installs 64bit java, so make sure to show all downloads and pick 32bit )
2. Install android SDK and make sure to install exactly what it tells you to install.
3. Finally install android NDK
Some mobiles don't work right away on the computers, they don't let you access them "like a usb key".
So you need to enable developper mode on your mobile and allow USB debugging. ( how you do it depends on the phone/mobile you have, check online for your specify brand )
After doing this, sometimes the computer still won't recognize the mobile, in such case you need some special phone drivers.
Just do a quick search for your specific mobile brand with drivers.
Finally, once your phone is connected to GameMaker, you can setup gamemaker for android ( in settings, like the guide tells you )
Then it's as simple as running the game, it will automatically be installed on your device and you can test