Unifieds are individual auditions for each program. Some/many programs also hold dance calls. All auditions are by appointment, usually scheduled months in advance, although some programs do accept on-site walk-ins.
An exception is a “large-room” audition (with callbacks) that has been held for the past two years in NYC by some schools, dubbed “NYC Combines.” See this thread for more info: http://talk.collegeconfidential.com/musical-theater-major/2095664-nyc-combines-for-2019-p1.html
Unified auditions are held over two days in NYC and LA, and several days in Chicago. In Chicago, some programs hold auditions one or two days in the weekend prior to the official audition days, which begin on a Monday (not sure about additional days in NYC and LA). Most students attend for more than one day in order to fit in their scheduled auditions. Some programs require fairly large time blocks for auditioning students (in some cases, several hours). Other programs have very short auditions (in some cases, just a few minutes), especially those accepting walk-ins.
Callbacks are generally not required. A couple of programs use Unifieds as a live prescreen and, therefore, students successfully passing the prescreen at Unifieds must attend a final on-campus audition. A few programs call back students for an additional interview or dance call later in the day - I think this is limited to mostly those accepting walk-ins.