Drag your character's file (fbx, cd3, etc.) into the Unity folder you just made. All of your character's elements will be imported into the same file, including materials.
To get your character into Adobe After Effects, you now have two options: Make use of dynamic links: Activate After Effects. Drag the scene from the Character Animator Project panel to the After Effects Project panel, then right-click it and choose New Comp from Selection.
Create a new project called "Rigify Test" in Unity. Simply drag and drop your model into the project window once it is open. In the project window, select the model's prefab and then click Rig in the inspector. Click Configure and change the Animation Type to Humanoid. All of the bones should now work together to form Mecanim.