Subset pattern implementation

I am trying to write an implementation on C# of Subsets pattern read here 14 Patterns to Ace Any Coding Interview Question:

It looks obvious but confuses me. My research says me it should be implemented via Jagged Arrays (not Multidimensional Arrays). I started:

int[] input = { 1, 5, 3 };
int[][] set = new int[4][];
// ...

Could someone help with 2, 3 and 4 steps?