The Android hosts are generated using a shell script located in
.bat). Be sure to have Apache Ant installed and all the Android stuff as well. Take a look at the wiki page for more information regarding building your game in Android (http://getmoai.com/wiki/index.php?title=Building_Moai_Games_For_Android_Devices).
Compiling for Android could be a whole chapter by itself. Besides the mentioned link in Moai SDK wiki, you'll also need some knowledge of Android development, so it's recommended that you head over and read Android's documents before trying to build the host (http://developer.android.com/develop/index.html).