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Does this work with Unity? If you don't know, does each tile come as its own image?

Should work. Each tile should not be its own image. Look in to using tilesets in Unity. It's possible to use multiple sprites of the same image.

I work in unity and to clarify, are all the building tiles on the same image, you are talking about sprite sheets, for the tile editor it is good to have each tile as it's own image, or are all the buildings on one image?