How can lifting weights makes bones stronger?

Strong bones: Bones are constantly remodeling based on the stressors placed upon them. Weight bearing exercises promote strengthening of the bones structurally through the remodeling process. This is why, for example, weight bearing exercise helps in osteoporosis.

Compression: The compression placed across a bone during weight bearing makes the bone remodel and become stronger.

Just like: muscles strengthen in response to increased resistance/work, so too does bone respond. Bone is not static, it is constantly remodeling in response to internal and external factors. The bone will strengthen itself in response to weight training.