I recently had this issue and also could not install the GCM library from the Android SDK manager (Android 4.4 API 19). As per a previous comment, I resolved as follows:
1) Downloaded gcm_r03.zip from link: https://dl-ssl.google.com/android/repository/gcm_r03.zip
2) Created a folder titled “google” in Android SDK ”extras” folder, i.e., “…./sdk/extras/google"
3) Extracted gcm_r03 files to new “google” folder
4) Renamed extracted gcm_R03 folder to gcm, i.e., “…/sdk/extras/google/gcm
This new folder will contain the following three folders: gcm-client, gcm-server, and samples. Everything worked after that.