Basic question: How to add new animation to my player ?

I am new to Unity3D. I have downloaded a game project with animations and objects inside.

My player has some animations included like "walk, idle, hit". I would like to add a new animation (that is present in assets called "Macarena Dance".

More generic (and newbie question) will be : if I need an animated tennis player for my game, can I purchase a rigged tennis model player and purchase some animations and then "bake" them together ?

(like a Tennis player dancing the moonwalk) ?

Rehards