There are two ways to import Models into Unity:
Select the file in the Project view and navigate to the Model tab in the Inspector window to configure import options. See the Model Import Settings window reference documentation for details.
Note: You must store Textures in a folder called Textures, placed inside the Assets folder (next to the exported Mesh) within your Unity Project. This enables the Unity Editor to find the Textures and connect them to the generated Materials. For more information, see the Importing Textures documentation.