How to add a moving object or character?

actually i want to know whether i can add a new character in my project like super mario?
can anyone tell me also how to handle it?

first of all welcome to unity, you gotta check few of the following like before getting started
http://unity3d.com/support/resources/tutorials/3d-platform-game

this is a good place to start if you are planning to make a side scroller. and this would explain your questions.

Also take a look at 3rd person and first person controller from unity (you can get them in your project from
Assets → Import package → standard assets and also Assets → Import Package → character controller.).