I was using an unity version(2019.2.12f1), now I have downloaded another version (2019.3.12f1). But in new version should we again download android modules to build to android or can I use what I had used in previous version. if so how?
Modules are not compatible for different Unity versions, so you have to download it again.
Maybe you could use the Android SDK / NDK from previous versions, but this is not officially supported.