Using a sequence of animated sprites in Unity

With your assets folder selected right click and create a new folder. Name this folder Sprites. Then either right click inside this folder and choose import asset and select your images or just drag and drop your images into this Sprites folder.
Now these images are inside Unity select them all. Drag the selected images into the scene view, this will pull up a window asking you to name your new animation and thats it! you should now have an animated sprite.

If you want to improve the quality, with an image selected, inside the inspector panel change the format from compressed to truecolor. If the image is a series of images that make up an animation You will need to change this setting for each individual image.