Verify your Xamarin environment for All platforms

First, select Tools > Options, expand Xamarin > Other, and click the Check now link for updates. You need to be using Xamarin 4.0.3.214 or later to avoid previous licensing issues.

Then create a new Xamarin solution in Visual Studio using File > New Project, then in the dialog expand Templates > Other Languages > Visual C# > Cross-Platform, select Blank App (Native Portable), and click OK. This creates a solution with a shared portable class library project and individual projects for Android, iOS, and Windows: