From Software sure does love skeletons. Skeletons come back in a big way in Dark Souls III, and High Lord Wolnir certainly takes the cake as far as skeleton enemies in the Souls series go. When the fight starts, simply head to the bright spot in the middle of the dark arena to get High Lord Wolnir to show his big skeleton face. Then, head all the way to the back of the room until you hit the wall.
Your goal here is to damage the golden cuffs on each of his wrists to kill him. Since his attacks will likely break your guard if you’re using a shield anyway, I highly recommend putting the shield away and two-handing your weapon for maximum damage. If you’re all the way at the back of the room, Wolnir’s hand swipes will be unable to reach you. Whenever he slams his hand down onto the ground, that’s when you go in to hit the cuffs. If you’re two-handing your weapon, two full combos should be enough to break one cuff. Take note that if you take too long to break a cuff, Wolnir will start summoning skeletons into the arena, making your job a little tougher. If this happens, you can either take out the skeletons yourself, or bait Wolnir’s hand slams into killing them.
If you’ve been staying at the back of the room, Wolnir’s black smoke attack won’t be able to reach you either. Every now and then, he’ll spew out black smoke from his mouth and this will cover the area directly in front of him. Stay away from the gas, as spending more than a couple of seconds surrounded by it will likely kill you instantly. As the fight progresses, Wolnir will start crawling his way up to you. Just stay cool, dodge through his hand swipes, and continue attacking the cuffs whenever he does the hand slam.
When Wolnir finally reaches the back of the room and he does his black smoke attack, simply dodge to the side of him and wait it out. If you’re far enough to the side, the smoke should not be able to reach you either. Overall, High Lord Wolnir is a pretty easy boss fight to beat. As long as you don’t rush your attacks and avoid his dangerous hand swipes, it shouldn’t take too long to get those cuffs off him.