Can someone give me a scientific strategy (not some nonsense from a blog) on how to strengthen my bones? specifically my shins.

I recently started running but man o man do my shins hurt all of a sudden. I don't know how to explain where but I found a good picture that shows the part of the shin I'm talking about (the arrowhead)

Someone said something about shin splints at the gym and I know shins are made of bone. so how do I make them stronger so they don't hurt?