How can i insert my weapon which is sword and its anims into unity

Drop your exported file (or in some cases your working file) into the Assets folder of unity. You can also put them in a subfolder in Assets, which is probably the better way to do it.

Your character is animated. Swords are rarely animated, since they have few muscles. Set the sword's parent to the character's hand.

A good way to do damage is to use a trigger collider.

You'll want to go through some more tutorials, they cover most of this stuff. :) Also check the Scripting References if you find something that you aren't sure what it does.