Hello,
The answer to your question 'Do I have to restore the full backup, then go through each daily incremental backup restoring them until I reach the day I want?...is Yes
As the incremental backup only backs up the changed files, you will need to include every incremental backup to arrive at the latest state of the files. Had it been a differential backup, you could have restored the full backup and the last differential one. For more information on these backup methods and the way they work, refer to the following technote:
http://support.veritas.com/docs/230247
Revert with details if you need any other information on this.
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Regards.