Create an Animator Controller

You can view and set up character behavior from the Animator ControllerControls animation through Animation Layers with Animation State Machines and Animation Blend Trees, controlled by Animation Parameters. The same Animator Controller can be referenced by multiple models with Animator components. More info
See in Glossary view (Menu: Window > Animation > Animator).

To create an Animator Controller, do one of the following:

• Select Create > Animator Controller from the Project window.
• Right-click in the Project window and select Create > Animator Controller.
• From the Assets menu, select AssetsAny media or data that can be used in your game or project. An asset may come from a file created outside of Unity, such as a 3D Model, an audio file or an image. You can also create some asset types in Unity, such as an Animator Controller, an Audio Mixer or a Render Texture. More info
  See in Glossary > Create > Animator Controller.

This creates a .controller asset. In the Project Browser window.

After the state machine setup has been made, you can drop the controller onto the Animator component of any character with an Avatar in the Hierarchy View.