I’m struggling to understand what you are trying to do.
The image you posted above is of the inspector panel for a model.
A video file with sound is different to a .fbx file.
A .fbx file is like a .blend file, but can be opened in different software.
A .fbx file contains the model, texture maps, normal maps, animations, etc., all the components for the 3d model.
A video file contains a series of 2d renders of the animated model, with sound, over a set period of time.
If you are exporting your model to Unity to create a game, then you are still working with a 3d model, using 2d video on a 3d model for the animations wont work.
If you want a audio file to play at the same time as an animation, go to the animation tab, near the bottom you will see an Event section, click the little icon to the left to add a new event, as far as I can remember you add the type of event as audio and add the audio file.
Its been a while since I used Unity, it may have changed.
I suggest you either look through the courses here at CGCookie, Game search
and/or take a look at learn.unity.
