How to create my own 3D player asset which i can make move in unity through scripts?

I want to create a fps game in unity but now i want to make my own player asset and i don't know how to do and where to do, please help.

Sounds like you should probably do some basic learning. This tutorial page takes you through some basics, with an FPS style game a little ways into it:

https://learn.unity.com/

Your question is also so broad, I'm sure you could find tons of resources just searching online for how to make an FPS controller in Unity. There's even a couple of such controllers in the Unity Standard Assets you can use.