Please just answer I really need help.
You don’t make characters in Unity. You make them in a 3D application like Maya or Blender or you just buy the characters at webs like http://turbosquid.com/
Thank you very much I Really needed this answer solved.
Just to add, if you look into this page: Unity - Manual: Importing assets you will find all about importing & exporting into Unity.
And for download models you can find it in this question: Where can I find art/models/assets for my games? - Questions & Answers - Unity Discussions and many other can you find just typing what you need in the search bar. Also there is a unity assets store: Unity Asset Store - The Best Assets for Game Making and here you find models, animations, games, etc., but the only disadvantage is that most of this you need to pay.