In order for animation to be present in Unity, the user needs a spritesheet. Import the spritesheet into the project, ensure the sheet is set from single to multiple sprites in the inspector, enter the Unity sprite editor, and split the sheet into its separate sprites. The measurements vary for each sheet, so try some combinations and see what works. Once this is done, you should, underneath the spritesheet, see an assortment of separate sprites. Highlight all of them, right-click and create an animation. For organisational purposes, I'd suggest moving the animation into a separate animation folder rather than keeping it with your sprites.
Add your first sprite into the scene along with some ground for testing purposes. Give them an animator and, also in your animation folder, right-click and create an animation controller. In your animator, add your animation, double-click on your animation and set it to loop. Fiddle around with the speed of the animation in the single-click menu until you get something that looks appealing.