If you set up an emulator then first you need to run it, it can take ages to start up.
When it is running merely clicking on the Run button (the blue triangle button) in B4a should be enough, if you have more than one device running, be it virtual or actual device then you should be presented with a dialog that asks you which device you'd like to install on to.
I did also mean to mention, I hope its ok to mention here, someone found something called 'BlueStacks' which is a PC app that runs Android programs and you can install to that too.
Do you have a physical Android device?
Some things are best tried out on real devices.
Everything you need to know about virtual devices (the emulator) is covered very well in Klaus's excellent Beginners Guide.