Either engine can play videos/animations. Unity being a full game engine can do more types of animations obviously(real time 3D, tweening, has built in animation tools, a more advanced rendering engine), but for pre-rendered videos/animations like most games have, none of these really matter and both are more or less even. Unity might technically be more performant or allow more file formats, but not in any meaningful way. Use whatever engine you want or feel more comfortable with.
As for making pre-rendered animations, as fidless mentioned, Blender is your go to. Other choices are Daz3D, Source Filmmaker, or the paid alternatives: Maya, 3DSMax or Cinema 4D. But Blender is arguably the only one worth going for.