Sounds very much like you need to look at "Pathfinding" solutions.

It's relatively trivial to get the world position on your terrain which corresponds to where the user clicked the mouse - see the Collider.Raycast docs for more on this - that page actually gives the following example using mouse clicks:

// pragma below is needed due to a UnityJS issue
#pragma strict

function Update(){
    var ray = Camera.main.ScreenPointToRay (Input.mousePosition);
    var hit : RaycastHit;
    if (collider.Raycast (ray, hit, 100.0)) {
        Debug.DrawLine (ray.origin, hit.point);
    }
}

The more complex part is what to do once you have this destination point. You will rarely want the character to move in a direct line straight there because you'll have buildings, trees, walls, etc in your way. This is where pathfinding algorithms come into play.

This has already been covered on Unity Answers, so for more information about pathfinding solutions for Unity, check this link which will give you useful answers from this site tagged with pathfinding:

http://answers.unity3d.com/questions/tagged/pathfinding

Maybe this will be of help: http://www.arongranberg.com/unity/a-pathfinding/