You need to install the requirements for Android development first, see: http://doc.qt.io/qt-5/androidgs.htm.
The Qt installer you need is this one: http://download.qt.io/official_releases/online_installers/qt-unified-windows-x86-online.exe
It will offer you to install the Android development kit.
For Windows Phone development you need at least Windows 8.1, see: http://doc.qt.io/qt-5/supported-platforms.html
For iOS development you need a OS X host, see: http://doc.qt.io/qt-5/supported-platforms.html