How can I make union, difference, etc. ?

Hy all!
Can I make union, difference, etc. on objects with Unity?

You mean Booleans? You can’t.

I mean I grab a square, translate it to a sphere, and make difference, so there’s a square-like hole in the sphere.

Nope. Unity isn’t a modelling tool. You do the Union/boolean/difference/intersect in modelling program and put it in Unity.