Question 2D char rigging problems - Unity 2020.3.4f1

I have seen multiple tutorials on rigging on Youtube but I just can't get it to work.
I import the sprite sheet as PNG with body parts separated (since I don't have PhotoShop) and slice it, then choose the Skinning Editor.

- In here I have to first double click one of the sprites, say the main body, to be able to add bones to it. (Changed from earlier versions I think). I then right click to exit the bone-adding mode.

Lets say I then want to add bones for the right arm
- According to the videos I've seen I should then first click the bone on the main body that I want the arms bones to be connected to. And then click on the arm to add the bones. This way I can see a transparent connection between the bone in the main body and the arm.

I think my problem is that when I start adding bones to the arm this way, there is still a blue outline around the "body" so the bones I add are not added to sprite of the arm, but seems to just be bones that are a part of that main body sprite. When I rotate the bones the arms sprite isn't moving.

Of course if I double click on the arm first I can add bones to the "arm sprite" but then I loose that connection that is supposed to be to the body.

I don't get it. How do you do this whithout using PhotoShop and exporting to PSB first?

 

Hi! And thank you for the answer.
Yes I tried adding geometry and weight. But what you said about multiple sprites having their own set of bones when it comes to PNG sounds like the thing I've missed. But then with PNG how do you connect say the bones for the arms to the ones of the chest and upper body? Or is it not possible with PNG?
Or wait...maybe I should check out that tutorial you sent the link to first.