Hi Polemos,
can you build standard Android Applications? Do you have the Tegra Development pack installed (https://developer.nvidia.com/tegra-android-development-pack) and have you set up everythingh in the Project Settings > Android SDK panel?
If you can build Android Applications in general, make sure to use the downloaded Android SDK manager (SDK Manager.exe) to get the API Level 19 Android. Gear VR applikations have to be build with 19 for now.