As
@Egglock indicates, you can't really make the animations directly in Unity. Instead, you use an external package to create them, and then import. That implies you have to have a rigged character of some sort in the package you're going to build the animation with. (The "rig" are the equivalent to the bones - they're what you move.)
"Rigify" is a very common rigging system, and is pretty good - it supports both Forward Kinematics (FK - start from the torso and set all the angles of the bones) and Inverse Kinematics (IK - move a foot or fix a foot in place, and the leg bones move automatically) But you'll have to get your character set up with Rigify, which can be a tedious process. If you don't need 100% perfection in the renders, you can take another "already-rigged" character and do the animations with that, and just export the animation part into Unity.
There are also a fair number of existing animations available "out there" in BVH format. You could, in theory, import the BVH file into Blender to animate your character, and then export as FBX.
There are a bunch of tutorials on Youtube on how to import the animations into Unity, so hopefully you won't have too much problem with that.