How to create gradient text

Attach this script to a text gameobject:

 using UnityEngine;
 using System.Collections;
 using System.Collections.Generic;
 using UnityEngine.UI;

 [AddComponentMenu("UI/Effects/Gradient")]
 public class Gradient : BaseMeshEffect {
     [SerializeField]
     private Color32 topColor = Color.white;
     [SerializeField]
     private Color32 bottomColor = Color.black;

     public override void ModifyMesh(VertexHelper vh){
         if (!this.IsActive())
             return;

         List<UIVertex> vertexList = new List<UIVertex>();
         vh.GetUIVertexStream(vertexList);

         ModifyVertices(vertexList);

         vh.Clear();
         vh.AddUIVertexTriangleStream(vertexList);
     }

     public void ModifyVertices(List<UIVertex> vertexList) {
         int count = vertexList.Count;
         float bottomY = vertexList[0].position.y;
         float topY = vertexList[0].position.y;

         for (int i = 1; i < count; i++) {
             float y = vertexList[i].position.y;
             if (y > topY) {
                 topY = y;
             } else if (y < bottomY) {
             bottomY = y;
             }
         }

         float uiElementHeight = topY - bottomY;

         for (int i = 0; i < count; i++) {
             UIVertex uiVertex = vertexList[i];
             uiVertex.color = Color32.Lerp(bottomColor, topColor, (uiVertex.position.y - bottomY) / uiElementHeight);
             vertexList[i] = uiVertex;
         }
     }
 }

If you want to combine this with UI/Outline or Shadow make sure this script is sitting above them in the inspector.

It generates a .fnt file along with a png file.

How can I use these or convert them to use in Unity?

You need to convert them to either ".ttf", ".dfont" or .otf format.

Supported Font formats are TrueType Fonts (.ttf or .dfont files) and OpenType Fonts (.otf files). http://docs.unity3d.com/Manual/class-Font.html