Each style will vary, but the main method used by many is different levels of strike conditioning. Starting off and using an object to tap/hit the area wishing to be conditioned. For example, okinawan karate uses "kotekitai" to condition their forearms. It is a series of exercises that you and your partner strike into each other's arms will increasing power.
Muay Thai will use hard bags to strike into and condition their shins and also use hard objects to strike the shins to condition them as well.
For a softer method, some people use iron palm to condition their hands and not damage them like some hard striking can do. You use a bag filled with increasingly harder pellets until you are using steel/iron shot.
Styles also use katas like "Sanchin" to train dynamic tension and learn to take strikes while doing it.
There are many methods, and many opinions. I would speak with your instructor and find out how your style does it and use those methods.
Keep in mind that conditioning is a gradual process. Like weightlifting. You don't hit the material hard or lift heavy weights right away. Bone density increases over time with many repetitions. There may be some redness in the area but no bruising or major swelling after conditioning.