Adding animation transition between idle and walk

i want to add animation transition between animation between idle and walk..i mean there are another animation between idle and walk... most of games have this..is this posible to do this in unity?if yes how to do that?

if script needed where should i put it?

this is the script that i used in my project :

 using UnityEngine;
 using System.Collections;
 
 /// MouseLook rotates the transform based on the mouse delta.
 /// Minimum and Maximum values can be used to constrain the possible rotation
 
 /// To make an FPS style character:
 /// - Create a capsule.
 /// - Add the MouseLook script to the capsule.
 ///   -> Set the mouse look to use LookX. (You want to only turn character but not tilt it)
 /// - Add FPSInputController script to the capsule
 ///   -> A CharacterMotor and a CharacterController component will be automatically added.
 
 /// - Create a camera. Make the camera a child of the capsule. Reset it's transform.
 /// - Add a MouseLook script to the camera.
 ///   -> Set the mouse look to use LookY. (You want the camera to tilt up and down like a head. The character already turns.)
 [AddComponentMenu("Camera-Control/Mouse Look")]
 public class MouseLook : MonoBehaviour {
 
     public enum RotationAxes { MouseXAndY = 0, MouseX = 1, MouseY = 2 }
     public RotationAxes axes = RotationAxes.MouseXAndY;
     public float sensitivityX = 15F;
     public float sensitivityY = 15F;
 
     public float minimumX = -360F;
     public float maximumX = 360F;
 
     public float minimumY = -60F;
     public float maximumY = 60F;
 
     float rotationY = 0F;
 
     void Update ()
     {
         if (axes == RotationAxes.MouseXAndY)
         {
             float rotationX = transform.localEulerAngles.y + Input.GetAxis("Mouse X") * sensitivityX;
             
             rotationY += Input.GetAxis("Mouse Y") * sensitivityY;
             rotationY = Mathf.Clamp (rotationY, minimumY, maximumY);
             
             transform.localEulerAngles = new Vector3(-rotationY, rotationX, 0);
         }
         else if (axes == RotationAxes.MouseX)
         {
             transform.Rotate(0, Input.GetAxis("Mouse X") * sensitivityX, 0);
         }
         else
         {
             rotationY += Input.GetAxis("Mouse Y") * sensitivityY;
             rotationY = Mathf.Clamp (rotationY, minimumY, maximumY);
             
             transform.localEulerAngles = new Vector3(-rotationY, transform.localEulerAngles.y, 0);
         }
     }
     
     void Start ()
     {
         // Make the rigid body not change rotation
         if (rigidbody)
             rigidbody.freezeRotation = true;
     }
 }

sorry im so noob at scripting, so i put the whole script in here...i am a modeller..