The former Arsenal, Paris Saint-Germain and Sevilla boss has replaced Javier Calleja, who left Villarreal at the end of the league season despite leading them to a Europa League return.
Emery, who has been out of work since he was sacked by Arsenal in November, has lofty ambitions for his time at the Estadio de la Ceramica.
"I don't think about the end, but I do dream," he told a media conference on Monday. "The dreams are free and I usually get a title with Villarreal.
"You have to enjoy the process and the path. Here, you [Villarreal] have enjoyed that path even if a trophy did not come. People should identify with work and be proud of it.
"Being in Spain after the experiences abroad makes me feel at home. Villarreal fills me with the challenge and ambition that I have seen when I have been in Spain.
"I have always admired this club. It is a stable project of 23 years since the president arrived."
Villarreal's fifth-place finish was a significant improvement on the 2018-19 campaign, when they finished a lowly 14th.
Emery does not want the club to be satisfied, though, and has targeted a plethora of fresh faces to turn his new side into Champions League contenders.
"A great job has been done," he added. "I have to adapt to the club and the team, then we will see what can be improved.
“A very high number of players will follow. It would be necessary to improve three, four, five or six positions.
"The Europa League has grown a lot and comes with some prestige, but I also want to play in the Champions League."
The Aston Villa striker has earned a recall to the England squad for forthcoming games against Australia and Italy after his season burst into life with four goals in two games at the end of last month.
Watkins, who was not included in Gareth Southgate’s squad for the September games, does not feel comfortable walking around his local supermarket.
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But he also accepts that if he keeps banging in the goals for Villa and England, he is only going to get more attention.
“I go under the radar, maybe,” the 27-year-old admitted. “I’m not talked about enough profile-wise. But I know I have been producing on the pitch since Unai Emery came in. But I do go under the radar.
“I don’t know if it’s me being at Villa. You get some players that are just likeable and out there. I’m not really too fussed about that.
“I just like playing football. Maybe a lot of people said to me I need to push my profile. But I am happy with what I am doing on the pitch and that’s all that matters to me.
“The bigger you are, the more you are in the spotlight. It’s not that I don’t want that, it is doing my job. If I am doing my job and playing well, my profile will raise naturally.
“I remember when I moved from Brentford to Villa, I used to just go and shop in Sainsbury’s normal at Brentford.
“I came to try to do it at Villa and I couldn’t. I came home and I was fuming and I said to my missus I am never going out again, you will have to do the shop.
“Since then I don’t do the shopping, I don’t get ‘bothered’ but a lot of people want photos.
“I had my earphones in and people were like – they take two looks – is that him? When I see that people have clocked me, normally I try to avoid (them). Not because I don’t want to interact with them…once one person asks for a photo then two or three do and it’s hard to do shopping.”
Watkins believes the arrival of Villa boss Emery last year was the catalyst for kick-starting his career.
“Definitely, under (Steven) Gerrard, I know he played me all the time – I’ve played under all managers – but I wasn’t really getting the best out of my game,” he said.
“That wasn’t down to him, I had just kind of fallen into a rut, but I feel like I have gone on a different path and really focused on being a striker.
“Before I was trying to do everything, trying to cross it and get on the end of my own cross and head it. Now I am just focused, being the main man.
“He put a lot of faith in me and gave me confidence to go out and perform, just focusing on scoring goals and helping the team.
“I definitely felt like, I came from Brentford, I scored a lot of goals and in my first year I did well and then I found I hit a little bit of a rut.
“It is hard. When you are in that rut, you don’t know where you are going to end up or what is going to happen.
“I didn’t see my career anywhere else but Villa but it was hard to try and get out of the rut when it wasn’t going great for me.”
Mbappe, 21, has been heavily linked with a move to Madrid with his contract at PSG expiring in 2022.
Emery coached the France international for a season at PSG in 2017-18, when they won Ligue 1, the Coupe de France and Coupe de la Ligue together.
The Spaniard believes Mbappe has the talent to create a spectacular period at Madrid, if he decided to make the move.
"Of course he has the ability to mark an era in Madrid," Emery told AS.
"Advise which league to play in? When I was in France, I love that he was there because I enjoyed it. When I went to England, I would have liked him to play in the Premier League.
"And if I return to Spain, I want him to be here."
Mbappe has already won three Ligue 1 titles with PSG – and another with Monaco – while he helped France to their World Cup success in 2018.
While Emery believes the attacker can be happy at PSG, he said there may be aspects that left Mbappe unfulfilled.
"Look, surely there will be things from PSG that fill you up and maybe some will not, and there may be Real Madrid," he said.
"We are lucky to have and export the two best teams in the world, which are Real Madrid and Barcelona, and I would like them to continue having the best players in the world."
Former Paris Saint-Germain head coach Emery worked with Neymar for his first season in France after the Brazil international's €222million move from Barcelona in 2017.
The Spaniard, who left PSG in 2018 and went on to manage Arsenal, loved his experience with Neymar and continues to believe in the 28-year-old's world-class ability.
"I had a magnificent year with him," Emery said, per EFE, in an interview with Granada coach Diego Martinez, who was his assistant at Sevilla.
"I learned so much watching his responses in each training session and in games.
"Neymar has the talent inside him but also the ability and qualities to execute it.
"I think he's got an opportunity to take the baton from Messi and Cristiano Ronaldo and be the best player in the world, and he has the time to do it."
Neymar has won six trophies in his three seasons at PSG, including a Ligue 1 title in each year.
Champions League success has so far eluded him in France, though PSG had secured a quarter-final place in this season's competition before the coronavirus pandemic brought a halt to major football.
The striker returned to the international scene for the first time since March 2022 and hit the only goal of the game as England beat Australia 1-0 in a Wembley friendly on Friday night.
Watkins, 27, has scored four goals and provided four assists in the first eight Premier League games of the new season – including a memorable hat-trick against Brighton.
He had scored just twice last campaign before Emery was appointed as Steven Gerrard’s successor in November but then hit 14 in 26 matches following the Spaniard’s arrival at Villa Park.
Asked how it felt to return to the England set-up following time out of the squad, Watkins said: “I think my mindset has changed since the boss has come in, Unai Emery at Villa.
“He’s filled me with a lot of confidence. I’ve definitely improved in these last 18 months since I was last in the England camp.
“I think it shows in my form and my performance here so I’m really happy and I’m delighted to be back in the squad and putting on an England shirt.
“I envisioned it all (playing and scoring against Australia). I was itching to get on the pitch so I’m delighted I got my goal and it helped the team to win.”
Realistically, Watkins is one of a number of forward options who will be vying to be the back-up to England captain and all-time record goalscorer Harry Kane at Euro 2024.
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Callum Wilson, Ivan Toney, Dominic Calvert-Lewin and newly-capped Eddie Nketiah are other strikers in Gareth Southgate’s pool but Watkins believes he is not a like-for-like replacement for Kane when he is given the nod.
“I think I’ve got a completely different playing style to Harry, he can drop deep and play some unbelievable long passes – that’s not my game. I can’t do that,” he added.
“My strengths are running in behind and stretching them so I can only do what I can do. When I put on the shirt I’ll try and do the best I can for my country and then it is the manager’s decision.”
The Premier League club appointed Villarreal's 2021 Europa League-winning coach on Monday after sacking Steven Gerrard, but the Yellow Submarine have moved quickly to secure a successor.
A statement released on Villarreal's website on Tuesday confirmed Setien had signed a contract to run until the end of the 2023-24 season.
Setien built a reputation for favouring an attractive, possession-based style during a two-year spell with Real Betis, but has not coached since enduring an ill-fated stint at Camp Nou during the 2019-20 campaign.
Setien's final game at Barca was their historic 8-2 defeat to Bayern Munich in the Champions League quarter-finals in August 2020, while the Blaugrana also finished five points adrift of Real Madrid at the LaLiga summit that season.
Villarreal sit seventh in LaLiga after winning five of their 11 games this term, and Setien's first game at the helm will be Thursday's Europa Conference League meeting with Hapoel Be'er Sheva.
Kubo has started just two LaLiga games for Villarreal since joining on a season-long deal from Madrid in August and was not part of the squad for Saturday's 2-1 win over Levante.
Getafe president Angel Torres revealed his side's interest in the Japan international this week and reports from Spain suggest the Madrid-based club are close to striking a deal.
Speaking after his side's victory against Levante, which moved Villarreal up to fourth, Emery admitted it is likely the winger will move on.
"I asked Kubo if he wanted to stay or leave [Villarreal] and he told me that he is looking for a way out," he said at his post-match news conference.
"Take's behaviour is good, he has helped us and he must continue to grow as a player.
"However, he told me he wants to leave in order to find more minutes elsewhere and that's why he wasn't in the matchday squad today."
Kubo was snapped up by Madrid from FC Tokyo in 2019 and spent last season on loan with Real Mallorca, where he enjoyed more success than his current spell with Villarreal.
He scored four and assisted four more in 35 appearances but was unable to save Mallorca from relegation in their first season back in the top tier.
The 19-year-old has been used 19 times in total by Villarreal this season, 13 of those appearances coming in LaLiga.
However, Kubo has failed score from his eight shots, five of which were on target, and has yet to assist a team-mate or so much as play a successful cross from open play.
