In order to setup a functioning ragdoll, you will have to create rigid bodies for the your skeleton joints and constraints between parent-child joints.
Not all joints require a rigid body, for instance you might skip fingers and shoulder joints to speed up the phisics simulation later.
The Rig/Animation exporter now contains a section for ragdoll setup that will guide you through the process of creating your ragdoll setup, please have a look at the tutorial here.