You walk the array.
So start at the root bone, which is usually in the small of the back.
This is connected to two thighs and spine1, they are connected to the next bones until you have a fully connected skeleton.
You start with a world matrix which puts the whole character in the correct attitude and location for the game.
Then you recursively walk the skeleton.
In pseudo code
function ApplyMatrix(Bone B)
push current matrix
apply bone matrix
foreach (Bone child in b.children)
pop current matrix
You really need to read the tutorials to get an idea of how it all works