I've never had a dog myself with it, but I've helped recover several dogs in the clinic that have had surgery. It's VERY common in small breed dogs, particularly from BYBs (not health tested).
Anyway, after surgery their legs are generally wrapped, and kept wrapped until the next morning (hospital stay of at least one night, sometimes more depending on the dog). When the wraps are taken off, we start range of motion exercises. Your vet will explain this more to you, but it's important for the dog's recovery. Most dogs are walking by the next morning at the latest, but if you have just one leg done instead of both they'll sometimes still limp until the leg is healed.
We send dogs home with antibiotics (usually clindamycin) and pain meds. Pain meds can be Rimadyl, Tramadol, Buprenorphine, Gabapentin, or some combination of those. Before surgery they also get a spinal block and a pain patch (can't remember the name of the drug in the patch right now).
I don't think we ever send a dog home in bandages after this surgery, but I might just be forgetting that part. The antibiotics are to prevent infection, since it was a bone surgery. Clindamycin is a GREAT antibiotic for bones. If the incision site is redder than usual, or has a thick pussy discharge, there's probably infection. It's also a good idea to take his temperature regularly, starting NOW, so that you know what is normal for him. But he should be on antibiotics anyway with this kind of surgery (antibiotics for dewclaws is not common), so I wouldn't worry too much.