I have to create the project but I sudo I please define NDK_ROOT./build_native.sh will prompt I terminal input $NDK_ROOT does have a path.
Are you building it using windows or mac?
Basically you need to install android ndk
Also checkout this tutorial
http://cocos2d-x.org/wiki/Chapter_1*-*How_to_Create_a_New_cocos2d-x_project_on_multi-platforms