I think I was not getting success because I was making mistakes on the settings of PPRZonDroid, but start the app_server with "-v" helped me to solve those misconfigurations.
Another problem that I do not know how to solve is: when I try to do a simple test in the Paparazzi Center, installed in my Raspberry Pi, using, for example, a Microjet, I see the following errors:
RUN 'make -C /home/pi/paparazzi -f Makefile.ac AIRCRAFT=Microjet sim.compile '
make: Entering directory '/home/pi/paparazzi'
#######################################
# BUILD AIRCRAFT=Microjet, TARGET sim
#######################################
Info: module '/home/pi/paparazzi/conf/modules/tune_airspeed.xml' unloaded for target 'sim'
make[1]: Entering directory '/home/pi/paparazzi'
make[1]: Nothing to be done for 'flight_plan_ac_h'.
make[1]: Leaving directory '/home/pi/paparazzi'
make[1]: Entering directory '/home/pi/paparazzi'
Please replace <subsystem name="gps" type="ublox_utm"/> with <subsystem name="gps" type="ublox"/>
GENERATE autopilots in /home/pi/paparazzi/var/aircrafts/Microjet/sim/generated/
make[1]: Leaving directory '/home/pi/paparazzi'
make[1]: Entering directory '/home/pi/paparazzi'
make[1]: Nothing to be done for 'radio_ac_h'.
make[1]: Leaving directory '/home/pi/paparazzi'
-----------------------------------------------------------------------
Paparazzi version v5.9_devel-231-g0b1a36a
-----------------------------------------------------------------------
cd sw/airborne; make -j4 TARGET=sim ARCHI=sim ARCH=sim all
make[1]: Entering directory '/home/pi/paparazzi/sw/airborne'
Please replace <subsystem name="gps" type="ublox_utm"/> with <subsystem name="gps" type="ublox"/>
LD /home/pi/paparazzi/var/aircrafts/Microjet/sim/simsitl
File "/home/pi/paparazzi/var/aircrafts/Microjet/sim/simsitl.ml", line 1: Error: Error while linking /home/pi/paparazzi/sw/simulator/sitl.cma(FlightModel):
Reference to undefined global `PprzLink'
../../conf/Makefile.sim:105: recipe for target '/home/pi/paparazzi/var/aircrafts/Microjet/sim/simsitl' failed
make[1]: *** [/home/pi/paparazzi/var/aircrafts/Microjet/sim/simsitl] Error 2
make[1]: Leaving directory '/home/pi/paparazzi/sw/airborne'
Makefile.ac:242: recipe for target 'sim.compile' failed
make: *** [sim.compile] Error 2
make: Leaving directory '/home/pi/paparazzi'
FAILED 'make -C /home/pi/paparazzi -f Makefile.ac AIRCRAFT=Microjet sim.compile' with code 2