Prior to Unity 5.2, Unity Analytics support was provided via an SDK which needed to be imported into your project. For new projects, you should use the new built-in Analytics.
These instructions cover using Unity Analytics with Unity versions prior to 5.2, and are only recommended for people who are maintaining legacy projects that cannot be upgraded to the latest version of Unity.
To upgrade to 5.2 and up from previous versions see the Unity Analytics Upgrade Instructions.