When you first login to the mobile app, if you a district based user  then you are defaulted to the District Office. 

Most Powerschool users/students are associated to buildings versus the District Office. To send to the Entire District, click on the drop down arround where it says District Office and choose Entire District from the Menu. 

After you have selected Entire District then you will see the following screen with Entire District at the top. Your Alert will know get sent to the Entire District.