Ok. The thing is that Genymotion device is not considered as an emulator but like a real device plugged on USB. You won't find it on the AVDs list but on the "running Android devices".
You first have to check if the running Genymotion VM is connected TO ADB: Run adb devices
on a console. It should show you something like this:
List of devices attached
192.168.56.101:5555 device
The Genymotion device is shown as it's IP address. If the Genymotion device is shown on this list, it should also appear on the list of available devices when you hit the "run" button of your IDE. Like in this picture (done with Eclipse IDE).
If it is not shown on the list, read my previous answer.