Question about "Linking Bones"

When you're finished w/ making bones on a model, do you link them separately to a part of the mesh? i.e. Bone_Head links to Mesh"Head"
or do you link the bones accordingly to its hierarchy?

If you're using 3ds max, then that's one way you can go: Have a hierarchy of bones with pieces of mesh attached to each. Or, you can link the pieces directly to each other. The art tools documentation explains this well.