There are lots of characters, props and animals inside iClone or in the online marketplace. You may export these characters with perform animations to Unity3D in FBX format via 3DXchange5.
Go to "File" >> "Export to other 3D format" >> "FBX", Select preset as "Game Engine - Unity3D" in FBX export window.
Use the Project View in Unity. Right-click to import FBX exported from 3DXchange5 and move the file into your right folder. You can then manage models as assets in Unity3D. e.g. Horse only contains bone skin mesh. Horse_Pesade only contains animation.
Drag Assets into the 3D view or Hierarchy view to build your scene in Unity3D. You can "Select Animation Clip" with the same structure in the character inspector panel.