You can equip the bone dragon pieces after you take over the battle tower and can transform into a dragon (or wyvern, to be specific). The other two bone set pieces will be available very shortly after that.
Unlike human equipment sets, there are no extra bonuses for equipping multiple pieces of dragon armour, just the listed skills.
I played a ranger in DKS, so didn't pay much attention to warrior sets (used a couple of individual pieces from different sets, though).
