In the main tool bar of the editor, on the right side, there is a button labeled Launch, with a drop-down menu.
In the drop down menu, you will see a list of possible platforms you can launch the current
map on. Generally, you would not need Windows or Mac, as you can use the Play button for that without needing to cook your data. This page will primarily cover the information you need for launching on
For Android, there will be multiple selections. See the Android Texture Formats page for more information.
If you have multiple devices for a particular platform, you can choose between them here. Clicking on the platform (and device), the editor will start to cook the map, install the data on the device, and
then run the map on the device.
This method will only install the current map on the device for fast iteration, and switching between levels is unsupported with this method. If you want to have all of your maps installed to the device at once, see the Packaging Projects documentation.