Oh yes it can record directly to the FBX format which should be readable directly in Unity without going through a 3D animation application first.
It's just that this may limit your toolset for retargeting and motion editing a bit compared to going through an external animation appllication or something like Ikinema webanimate, that's all.
You can download free sample files
here so you can test things out.
If you already own a sensor there's also a free trial on that same page.