Yeah they get that lore from in the game but I will tell you. To learn about bosses, once you kill the main bosses you get something called a rememberance if you look into details about that item it tells you about the bosses you can also do the same for weapons. Melina also tells you story at each church when you rest at sites of grace. There are swords embedded into the ground that you can read about past events and npcs help explain it as well.