I have made the exact replica of a database in SQL server 2005, and i got unloads from an Informix database.
How do i load them into my SQL server database?
I would have a look at SSIS and use the import tools to import the data. You will need to make sure that the informix data drivers are installed on the machine where you are running the import on. Also with this you could connect directly to the database (Informix) and transfer the data.
With the unl file as this could be one omany formats you would have to look at the files and see what they look like, from memory these are either comma dilimited or will be tab delimited files and you should be able to use the text import tools inside SSIS to load the files into your new tables.
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