i'm unfortunately having the same issue. i love tiled but can't for the life of me get it to integrate into unity. i've tried saving all my files in a multitude of different directories yet i just can't seem to figure it out. step by step tutorials online are non existent or don't show how/where they save their tiled projects/tmx/png files. if there is any way to see a step by step process from absolute beginning to end (starting a tiled project, where to import from, where to save files and finally where to export for integration with unity) would be incredibly appreciated. i've gone around so many times that at this point i've only confused myself.
I'm sorry that some people are having difficulty with this. I assumed relative paths between TMX, TSX, and textures would be a straightforward concept for people making games although I concede that Unity assets don't normally have these restrictions.
The easiest thing to do, before you do anything with Unity, is have your Tiled map and all other files it references (tilesets and textures) all live in the same folder on your harddive somewhere. Then, drag that folder into your Unity project in one go.