Press Space -> Add Armature
Click the object, then Shift+Click the armature (both are selected now; the order is important)
Click CTRL+P, select "Armature Deform" or one of the subcategories (depending on what you want, possibly With Automatic Weights)

You are done. At least if your object only needs one bone. You should rename the existing bone, though. The other clonk objects usually call the bone "main". You can do that by clicking the armature, entering edit mode, selecting the little "bone" button (in the tab row, where you also find material & texture etc.) and then renaming it.

You can try if it worked by clicking the armature, entering pose mode and then moving the bone. The object should follow the movements.