Yeah, it's just a matter of cutting up the HTML into sections. Sometimes it's helpful to plug in all the Wordpress code into your single HTML file first and then cut and paste the header, footer, sidebar(s), etc. into their own files. Don't forget the loop, it goes into your main content area, in index.php - the other sections are called from that page, a la get_header(), etc.
Then, you basically copy the index.php into files like 404.php, page.php, single.php, links.php, archive.php, etc., replacing the general WP-loop with a more specialized version, or a different function required by that page type.
Expect to do some debugging, it never works perfectly on your first try!