You use the rig to "pose" the monster in different key frames to make an animation. Then you export like any other model except you need to press "export all" and make sure that "animations" and "joints and skin" boxes are checked. There's alot more to know than that of course, but it's up to you to practice, search and look at tutorials on the internet, there's plenty of them and even here on the forums too if you dig deep enough. No one can teach you how to animate by just answering your thread, so it's up to you learn it by yourself using the resources available to you. But you can always ask for help and tips!
The biggest tips I would give are to never give up, not be afraid to fail and encounter problems, and be patient. Because trust me, once you go through all the hard work of learning and practicing, it will be one of coolest and satisfying expierences seeing you creation come to life!
Here's some threads and videos that helped me out with animating:
http://www.frictionalgames.com/forum/thread-11448.html (article generally about animating for HPL2)
https://www.youtube.com/watch?v=ktPV2xm_E28 (making rig and exporting)
https://www.youtube.com/watch?v=HSTRBRq3WqQ (animation basics)
https://www.youtube.com/watch?v=er9QczYsfOI (making a walk cycle)
http://www.twitch.tv/acies404/c/4101414 (Acies new vid about animation for HPL2 which I haven't checked out yet but I'm sure it's useful)
There you have it. Like I said, don't expect to be pro at animating in 1 day. Just start somewhere, learn from articles, videos but most importantly do it yourself cause just reading and watching tutorials won't make you be able to animate! The more you do it yourself with the help of tutorials the better you become and that pretty much applies to eveything, not only animating.
Anyway, I hope I didn't waste my time writing all this and that you will appreciate all the things I wrote and take them in if you really want to know how to animate. Good luck to yah