I create a blank cordova application in visual studio 2015 and start debugging with the visual studio android emulators (first with the lollipop and then kitkat). XDE starts
One of the reason I was having this issue is that I did not install the Android SDK on the default location. So I had to follow these instructions in order to be able to debug my application: https://msdn.microsoft.com/en-us/library/mt228282.aspx#ADB
I had to create the folder "Android SDK Tools" and add the Key "Path" with the value to my SDK, which in my case it was "E:\Android\Android_SDK"