You can drag n drop Photoshop files(psd) to Unity, or png if you'd like. And set the settings of each file.
If you want to configure it to a pixel art, set the Pixels Per Unit to the size of your individual tile (eg, 16) and set the Filter Mode to Point No Filter
For the HD, you can just leave the Pixels Per Unit to a 100. And other settings. Typically, 2D artists animate their player, using a Spritesheet.
Hope this helps. Check out Brackeys' tutorial or Blackthornprod (highly recommend this for 2D artists).