After you set the name of the package and the default android settings you can use External Tool from menu Edit - Preferences to set paths for Android SDK, NDK, and more.
This is the path I used to build with Android:
- /home/catalin/Unity/Hub/Editor/2019.3.5f1/Editor/Data/PlaybackEngines/AndroidPlayer/OpenJDK
- /home/catalin/Unity/Hub/Editor/2019.3.5f1/Editor/Data/PlaybackEngines/AndroidPlayer/SDK
- /home/catalin/Unity/Hub/Editor/2019.3.5f1/Editor/Data/PlaybackEngines/AndroidPlayer/NDK
- /home/catalin/Unity/Hub/Editor/2019.3.5f1/Editor/Data/PlaybackEngines/AndroidPlayer/Tools/gradle