Using animated GIFs images in unity

 You must note that GIF are not most efficient format to use in unity and also unity don't support GIF out of the box. So if you are working on a performance-critical project then you should use video format or sequence of images instead of GIF.

There are many ways of using a GIF in unity. Simplest way for using GIF in unity is convert you gif in sprite sheet. Basic process to that is given below:

• Open GIF in any image editing software like Adobe Photoshop or GIMP.
• In these software extract all frames as images of gif and then export all these images as sprite sheet.
• Import this sprite sheet in unity for using these sprite for creating animation.
• Create a UI image gameObject if you want to use this gif in UI menu or a 2D sprite gameObject if want to use as world space object.
• Open unity animation window and select this gameObject and click create animation in animation window.
• It will create a new animation clip and also create a animator controller with this clip ad default animation clip and then attach animation controller component to gameObject with create animator controller. 
• Now you can create a add frame of sprite in this animation and adjust frame according your need.
• Animator will play this animation and you can also control this animation by script.

All done your gif is ready in unity.

Other way of using GIF is using third party assets from asset store. There are many assets which can easly display and control animated gif  in unity but most of them are paid assets. These assets have addition features and may be more convenient to use.  You can search in unity assets for these assets.

You must note that animated gif can be heavy in term of memory and can also effect performance of game specially on mobiles. So it is important to optimize then and use only when necessary.