Dont understand, please help

I need some help.

I try too understand Mecanim, i really need some help here.

I have a 3d model, without any bones/rig just the model.
This is supposed to be the main character in my game.

Do i have to use another 3D program like blender to create a rig, or can i do that in mecanim?

You have to use another program such as Blender to create the rig for use in Mecanim.