Your armature looks fine enough for something simple. I’ve only rigged dragon/bat wings, but I would try weighting first. If it doesn’t give the desired effect you may want to look into shape keys to get super fine control over each feather.
As for animation…
If you took the weighting method- Select the armature bones you want to pose hit “i” to insert a key frame (typically rotation, location. scale if you change the size). Move the cursor on the time line farther down, repose your armature and insert another key frame and keep going from there.
If you took the shape key method- Pretty much the same as above but, you have to hover your cursor over the shape key value to insert a key frame. No need to select rotation or location. The armature is irrelevant unless your using a combo of weighting and shape keys, so no need to insert key frames on the armature.
EDIT: doh I forgot to add a few things, I’m getting kind of lazy so I’ll summarize.
After you finally get the animation you want on the time line, insert the camera and lighting you want.
Then render your animation frames by clicking render and then render animation
It will spit a bunch of still frames, then you just have to put them together in an avi or what not.
There is more to it than this, but this bare bones walkthrough will give you an idea of what to do.