Finally learning about Unity.
Here is how to set a character in Unity.
1.Export an .fbx of the character from 3ds max.
2. Import in Unity by dragging the .fbx file into the project pane.
3. select the .fbx file in the project pane and go to the rig tab. select Humanoid for the animation type. click configure. the bones need to be all green. Otherwhise, you need to assign them. press done button.
4. Found a prefab file to use with all the necessary script (you can use the third person controller prefab)
in my case, I already had a prefab, but I needed to replace the old character mesh by the new one.
In the hierarchy, the player node is my prefab and also the playable character.
In the project pane, I have my new mesh called glimpse_SK. I need to drag it in the scene and positione it at the same place than the old character. A new node called glimpse_SK will appear in the hierarchy.
In the hierarchy, Girl is the old mesh. delete it and drag the new glimpse_SK node to it place.
then, I change the animator option of the prefab player and chose glimpse_SK.
By selecting your character node, you can change the animation controller.