If you are not upgrading from EMDK for Xamarin 2.0, follow this Guide to get setup.
Upgrade to EMDK for Xamarin 2.1:
Open your preferred IDE ( Visual Studio or Xamarin Studio)
Open your IDE's Extention or Add-in Manager
Visual Studio - Tools > Extensions and Updates
Xamarin Studio (MAC) - Xamarin Studio(menu) > Add-ins
Xamarin Studio (Windows) - Tools > Add-in Manager
Look for Upgrade notification, and Install
After the recent Xamarin acquisition, Microsoft has announced that the Xamarin Studio is no longer supported on Windows. Microsoft supports only the Visual Studio for Xamarin development on Windows. In the next EMDK for Xamarin release [v2.2], Zebra will discontinue the support for Xamarin Studio for Windows. However, Zebra will continue to support Xamarin Studio on Mac.