There are two overlords.
One is the overlord caste that you create from the overlord's throne (only one warlock/witch per fort can be an overlord at a time). You can very rarely get (even more than one) overlord caste warlocks during embark or from the initial migrations. They can a bonus to speed and stats and are the only ones that can perform the throne reactions (at least, that's the idea, I've never tested otherwise myself).
The other overlord is the overlord noble position. The overlord caste doesn't need to be the overlord noble, though you may as well do this just for theme-ing. It simply replaces/renames the "expedition leader" position more familiar from dwarf forts (with perhaps some slight modifications in what tasks the role fulfills). You can assign military leaders with an overlord noble, but doesn't require that noble be an overlord caste. I'm pretty sure you can re-assign it willingly without difficulty, so if it is empty (because your overlord noble died, for example), you can just do so directly.
Perhaps one of either the overlord noble or overlord caste should be renamed to prevent this confusion in the future.
.
I presume you ask about bones since you thought that a throne was needed to make an overlord before you could assign military, but this is not the case, so you can still just use military to do it. Otherwise, you can gather bones from prisoners (I don't know if they even breed) or other livestock, or kill invaders or wildlife with traps, or the easiest method would be to make zombies and let them run around randomly killing wildlife, which your workers would eventually collect and butcher.