I've never heard of havok2fbx I'll check it out.
I think it very hard. You can use the skeleton that is part of the mesh, ie the body, cbbe or whatever. You would have to parent the bones and stuff yourself which is probably too much work.
You could use one of the rigs that is already made from the modding community, but you might have to delete all the extra bones (controllers, targets) that the modder added. Or maybe you can parent that skeleton from the character rig onto the body mesh that you have in there.
Remember the skeleton has to be exactly the same for blender actions to work. Which means you could make your own, being careful to have the head and tails in the right place.
If I had to do it for some reason, I would just use the bone data that is attached to the body mesh you imported (vertex groups). And parent the bones together, joining the head, feet and hands to the main skeleton. As for importing the actual animation, I have no idea how that is done but I'm sure it has been done because people have released adjusted versions of various animations, like the sneaking animation.
Tldr: It's too hard, don't bother.