How do I create my own character in Unity 3-D?

And also I was wondering how to make my character complete certain tasks, such as crouching because I want my character to be able to take cover against an object such as a rock or piece of cover.

Google "unity character animation". You will find tutorials. It's too big a topic to cover here I think.

You model the character in any program you wish to.

And in the same program, for the most part, you animate it... When you animate it, you want to do it by frames.

So yeah, you model and animate in the same program, export FBX, and then import it...