How to apply mapped texture to material ?

Hi, Even though I said "mapped texture" in the title, I really don't have any idea what this is. I'm talking about this:

You know, the pictures that does not make full sense, but they fit onto a shape. What are they called?

Anyway, I have a 3-D model of a soccer player, found here, and I played with it in Blender, now I exported it as an .fbx file, and trying to import it into Unity.

I defined a material to use this texture, like this:

But, as you see, it does not apply. The material still renders as gray.

How can I (or, can I) use this image for the material of this model?

Thanks for any help !