Right. I saw the other page where Ryan explained the procedure in detail. What some of us forget, even people like me who have installed SDK at various times in the past, but don't use it much, is that after downloading SDK, or Android Studio as it is called now, you have to actually run SDK Manager or Android Studio before the tools will actually be downloaded and the paths created for Droid Explorer to use.
I should know because I've gone through this before, but having been years since the last install, I had forgotten this detail, which is not really explained anywhere. I notice Ryan's tutorial on this site did show screenshots of SDK Manager, and said you have to actually run it and install some tools, and that's what triggered my memory.
It doesn't help that documentation talks about SDK and SDK Manager when these products are no longer available for download, and the Android Studio download site hides the SDK tools only download at the bottom of the page, and then incorrectly states that SDK Manager is included, which it no longer is.
So I lost a lot of time looking all over the internet for an old Android SDK download before I realized what Ryan was talking about. After actually running Android Studio and letting it download and install the components, Droid Explorer successfully ran and finished installation. It still doesn't automatically detect the path. I had to manually browse to the SDK folder. Note you have to select the SDK folder itself. Selecting Android alone is not sufficient.