Hermione, Ron and Harry talk to Sirius' house elf through their teacher's fire. They ask if Sirius is home. The elf said "no"!
They fly on Thestrals (flying horses) to the Ministry of Magic to save Sirius.
When inside they find Voldemort's helpers who want a prophesy sphere with Harry's name on it.
Hand over the orb that has your name on it now, Potter
Dombledore and others from the Order of the Phoenix come help Harry and his friends. Dombledore defeats Voldemort.
Dombledore and Harry talk about the prophesy sphere and Sirius's house elf. Dombledore says that the prophesy foretold that either Harry would totally deafeat Voldemort or vise versa. Also that the house elf was setting a trap for Harry by lying; Sirius had been home the whole time.