Go to
Preferences > Tools, and click the button on that page to download android tools. Once that's all set up, you can select whatever platform you downloaded as your target. You can use that same downloader later to grab other platforms if you want.
The iOS target available to you depends primarily on the version of Xcode you're using. If you want to use a newer or older target in addition to the one that comes with your version of Xcode, you need to download the corresponding version of Xcode, and copy the SDK files from the other version of Xcode to the one you use with Stencyl. See
here. In general, there's no need to do this. Just keep up to date with the latest version of Xcode and use the single iOS target it makes available to you.