I don't think you necessarily need Android Studio, but it seems copying libmain.so from build/Source/Core/DolphinWX to Source/Android/libs/armeabi-v7a did the trick. I can even debug it in Android Studio which will be useful.
EDIT: After setting up Android Studio and using a directory called build over an alternative directory named android-build, make now copies the libmain.so file automatically.
EDIT: After setting up Android Studio and using a directory called build over an alternative directory named android-build, make now copies the libmain.so file automatically.
