Hey @Mauriciosev, I'm the dev that wrote the Unity assets. I'm currently working on more rigged hands and an easier way to set up custom rigged hands but it might be a ways off and you probably don't want to wait for that so let me see if I can help.
I think the first step is to make sure the model's default rotations are matched up to our Bone API basis. If you zero out all the rotation of the hand it should point forward in the positive Z and the palm should face down in the negative Y direction. From the picture you sent, it looks like this may not be the case.
If you do the same for each finger, totally zero out the rotation of each joint (including all parents). The finger should point forward in the positive Z direction and the pads should face down in the negative Y direction. The same is true for the thumb, but note that it might be a little inside the palm when you do this.
You can zero out the rotations of the rigged hand shipped with the Unity assets as a reference to see if you model is setup correctly.
Once your hand model has the right default rotations it will be easier to rig up, but if you run into more issues (I definitely did) or if you're not able to change the default rotations of your hand model let me know and I'll try to help.