If your XE5 installation doesn’t want to recognize attached Android phone when Windows see it perfectly well (and you have done all the groundwork including putting the phone into USB Debugging mode), check if you have installed USB drivers that support adb – the android debugger. Typically, the drivers that are installed automatically by Windows won’t work with the adb.
This page links to correct drivers for various phone manufacturers.
This StackOverflow topic may help you in case of hard-to-resolve problems.
And, of course, read the official documentation on debugging on Android devices first!