I have the same problem !
I read somewhere that you need to build the Android/Development libs so I opened up UE4.sln in VS2013 and selected Development - Android and hit build. I got the following errors:
1>------ Build started: Project: UE4, Configuration: Android_Development_Game Win32 ------
1> Compiling Native code with NDK API ‘android-19’
1>EXEC : error : System.UnauthorizedAccessException: Access to the path ‘D:\UE4\4.6\UnrealEngine-promoted\Engine\Intermediate\Build\Android\UE4Game\Development\Launch\android_native_app_glue.c-armv7-es2.o.response’ is denied.
1> at System.IO.__Error.WinIOError(Int32 errorCode, String maybeFullPath)
1> at System.IO.FileStream.Init(String path, FileMode mode, FileAccess access, Int32 rights, Boolean useRights, FileShare share, Int32 bufferSize, FileOptions options, SECURITY_ATTRIBUTES secAttrs, String msgPath, Boolean bFromProxy, Boolean useLongPath, Boolean checkHost)
1> at System.IO.FileStream…ctor(String path, FileMode mode, FileAccess access, FileShare share, Int32 bufferSize, FileOptions options, String msgPath, Boolean bFromProxy, Boolean useLongPath, Boolean checkHost)
1> at System.IO.StreamReader…ctor(String path, Encoding encoding, Boolean detectEncodingFromByteOrderMarks, Int32 bufferSize, Boolean checkHost)
1> at System.IO.StreamReader…ctor(String path, Encoding encoding, Boolean detectEncodingFromByteOrderMarks, Int32 bufferSize)
1> at System.IO.StreamReader…ctor(String path, Encoding encoding)
1> at UnrealBuildTool.Utils.ReadAllText(String SourceFile) in d:\UE4\4.6\UnrealEngine-promoted\Engine\Source\Programs\UnrealBuildTool\System\Utils.cs:line 90
1> at UnrealBuildTool.ResponseFile.Create(String TempFileName, List1 Lines) in d:\UE4\4.6\UnrealEngine-promoted\Engine\Source\Programs\UnrealBuildTool\System\ResponseFile.cs:line 28 1> at UnrealBuildTool.AndroidToolChain.CompileCPPFiles(UEBuildTarget Target, CPPEnvironment CompileEnvironment, List1 SourceFiles, String ModuleName) in d:\UE4\4.6\UnrealEngine-promoted\Engine\Source\Programs\UnrealBuildTool\Android\AndroidToolChain.cs:line 750
1> at UnrealBuildTool.CPPEnvironment.CompileFiles(UEBuildTarget Target, List1 CPPFiles, String ModuleName) in d:\UE4\4.6\UnrealEngine-promoted\Engine\Source\Programs\UnrealBuildTool\System\CPPEnvironment.cs:line 349 1> at UnrealBuildTool.UEBuildModuleCPP.Compile(CPPEnvironment GlobalCompileEnvironment, CPPEnvironment CompileEnvironment, Boolean bCompileMonolithic) in d:\UE4\4.6\UnrealEngine-promoted\Engine\Source\Programs\UnrealBuildTool\Configuration\UEBuildModule.cs:line 1513 1> at UnrealBuildTool.UEBuildBinaryCPP.Build(IUEToolChain TargetToolChain, CPPEnvironment CompileEnvironment, LinkEnvironment LinkEnvironment) in d:\UE4\4.6\UnrealEngine-promoted\Engine\Source\Programs\UnrealBuildTool\Configuration\UEBuildBinary.cs:line 531 1> at UnrealBuildTool.UEBuildTarget.Build(IUEToolChain TargetToolChain, List1& OutputItems, List`1& UObjectModules, String& EULAViolationWarning) in d:\UE4\4.6\UnrealEngine-promoted\Engine\Source\Programs\UnrealBuildTool\Configuration\UEBuildTarget.cs:line 1553
1> at UnrealBuildTool.UnrealBuildTool.RunUBT(String] Arguments) in d:\UE4\4.6\UnrealEngine-promoted\Engine\Source\Programs\UnrealBuildTool\System\UnrealBuildTool.cs:line 1570
1>C:\Program Files (x86)\MSBuild\Microsoft.Cpp\v4.0\V120\Microsoft.MakeFile.Targets(38,5): error MSB3073: The command “…\Build\BatchFiles\Build.bat UE4Game Android Development” exited with code -1.
========== Build: 0 succeeded, 1 failed, 1 up-to-date, 0 skipped ==========