There are a couple ways to customize which attachments (sprites) are active - like you said you can manually select which Attachment is active for a Slot. But the best way is to use Skins. A Skin can contain a single attachment (like just a Red Hat) or can contain a whole custom character setup (Red Hat + Green Shirt + Female Face, etc), and you can have multiple Skins active at a time.
This "Mix and Match" example has info on using Skins to customize a character: Mix and Match example
There are also some good tutorial videos on Spine's youtube channel: https://www.youtube.com/user/EsotericSoftware/playlists
And here is the Spine discord server, which has a #resources channel with lots of tutorial stuff: https://discord.gg/TrNJnMmVvs
As for setting Skins on the character itself in Unity - you could check out the code I posted here: How to rebuild a Skin in the editor? (I pasted some code the first response by me).
Note that I am using Odin Inspector, so if you want to copy that code directly into a script in Unity and you don't have Odin Inspector you'll have to remove that [ShowIf(...)] attribute.
Also, you can use that script in Editor mode without running the game, but only if you use "ReplaceSkin", and not "AddToSkin". I think "AddToSkin" only works if the game is running (been a while since I tested it).
