How to join the bones? (I'm new AF I started this morning by watching tutorials and stuff but they are at 90% outdated)

So, a model I got from the internet misses the rig for the hand/fingers so they stay like that and doesn't do much else (apart from one being the wrist), which makes the hands seem dumb, I saw Darrin Lile video (4 years ago) where he rigs his character and at a point, he Shifts right click on the bones (hand and Pinky) and blender highlights the two, but for me it just doesnt work, it does some weird stuff and I tried connecting them but it doesn't work, so i'm searching how to connect them, but Offseted, or whatever it's called, thanks!
You have two separate objects. To join them you have to enter the object mode first. On the screenshot, the selected bone (and it's armature) is in edit mode. Press &#8633; Tab to go into object mode or choose Object Mode from the footer menu of the 3D view.

When you are in object mode you should be able to select both of the armatures by &#8679; Shift RMB clicking. When both are selected (and highlighted) you can join them by pressing &#9096; CtrlJ. All objects of the same type can be joined in object mode with &#9096; CtrlJ. Now you can enter edit mode again (&#8633; Tab) and select both bones.