Usually fur in games is done through shaders. You can try to fake it a bit with 3d, but it won’t be as dynamic. Here is an example from Unity for a shader they used on a character: https://assetstore.unity.com/packages/essentials/the-blacksmith-hair-shader-39945
Fur is usually a bit challenging as it can be quite expensive to create in a game engine. This is usually what is created: https://assetstore.unity.com/packages/vfx/shaders/imperial-fur-pbr-32522 which may or may not be what you’re looking for. Here is an example of how that shader would be created: http://www.shaderslab.com/demo-60—fur-shader.html
Also if you take a look at the model Lampel linked to in wireframe you’ll see that a lot of it is really just fancy texturing to create a layered fur look:

It has actual parts of the mesh that appear as fur but most of it is displayed through textures.