I'm sorry that some people are having difficulty with this. I assumed relative paths between TMX, TSX, and textures would be a straightforward concept for people making games although I concede that Unity assets don't normally have these restrictions.
The easiest thing to do, before you do anything with Unity, is have your Tiled map and all other files it references (tilesets and textures) all live in the same folder on your harddive somewhere. Then, drag that folder into your Unity project in one go.