I imported an asset, but there was this big window of stuff I could do. I did some things, then clicked apply, but nothing happened. Can someone tell me what's up with this?
EDIT! This is a list of information about the object I am having trouble with-
-It is a c4d
-Whenever I try to click and drag it into the scene view it flies back to its original place in the asset view
-It is a cityscape I'd like to use for my Unity
Importing an Asset just makes it available in the Projects window - it doesn't actually put it into your Scene. Assuming you see the Asset under Project, you drag/drop it to your Scene. (Note that if it's a 3d model, you may need to change the Scale from 0.01 to 1, or it will be too small to see).
Then you might seriously want to consider doing some basic tutorials (look for the 3DBuzz ones first, they are excellent for beginners). Also, I highly recommend Will Goldstone's book on Unity Development. He walks you through a single project, step-by-step, from the beginning, which should answer most of your questions.
Update Since it's a Cinema .c4d file (and I'm guessing you don't own Cinema), you should contact TurboSquid about converting the file. According to their Quality Guarantee:
Free file format conversions can be
done on almost any model within 24
hours
So you might be able to get them to convert it to .fbx. Be warned, this does not guarantee that the new file with work with Unity. If not, they also have a refund policy. :)