How to fix AVD Manager unable to detect device even though adb commands work on PC?
The AVD is not in charge for real devices.

There is a Step-by-Step Tutorial from Xamarin for Nexus devices:

http://developer.xamarin.com/guides/android/getting_started/installation/set_up_device_for_development/

http://developer.xamarin.com/guides/android/deployment,_testing,_and_metrics/debugging_with_xamarin_android/

If this won't work, try to stop your Firewall.