I believe that if you already got good bone strength/density and you are a fit person you can make it stronger by lifting heavy weights on a regular basis. By putting stress on your bones they will react and toughen up accordingly.
But if you have a loss of bone density such as osteopena or osteoporosis you cannot replace this loss, though you can take certain tablets or high doses of calcium to slow it`s progress.
You can't.
Bone density depends upon osteblasts forming bone and osteoclasts destroying bone in a way that the whole boney skeleton is replaced every 20yrs or so.
This building and replacing is genetically predetermined.
i.e there is bu99er all that you can do about it.
I have osteoporosis in my spine - I take calcium tabs, but was prescribed various bone building drugs(bisphosphonates) but they make me feel sick so I don't take them.
To build bone density - walking, running (if you don't have dodgy knees !).
high impact training ... boxing, karate
basically you need to hit a solid weight that isn't going to move out of the way - boxers use punch bags filled with sand or similar - karate use kicking trees and sand pans - hurts like hell
as I understand it - in effect you cause micro cracks in the bone structure which then heals itself it's almost the same as muscle building
in karate the most popular progression is breaking things
but obviously this isn't going to be a solution for medical problems
Weight bearing exercise can help, anything which means your muscles will pull against your bones, so walking, cycling using weights, they don't need to be heavy. Also consume calcium rich foods.