My Player moves towards wherever the mouse 0 is tapped. How do I change my animation when the Player is moving in the different directions ?

I have 4 animation clips made (WalkUp, WalkDown, WalkLeft, WalkRight). The following is my code for the Player movement with Mouse.

	private Vector3 mousePosition;
	
	public float moveSpeed = 0.1f;

	Animator Play;
		
	
	// Use this for initialization
	
	void Start () {
		
		Screen.showCursor = false;

		Play = GetComponent<Animator> ();
		
	}
	
	// Update is called once per frame
	
	void Update () {
		
		if (Input.GetMouseButton(0)) {
			
			mousePosition = Input.mousePosition;
			
			mousePosition = Camera.main.ScreenToWorldPoint(mousePosition);
			
			transform.position = Vector2.Lerp(transform.position, mousePosition, moveSpeed);

		}

	}

You are using Animator, which means you are using the new Mechanim animation system.

You need to create a Mechanim state machine to control the animations.

See this tutorial