[quote=@Caits]
<Snipped quote by Silver Fox>

Seriously....

I think they did explain it one time. Something to do with the magic being in the lacrima, and it infuses into the person....something like that. 
[/quote]

It's surgically put into the person's body.

Loxus, Cobra, Sting, and that other shadow dragon slayer, all have dragon slayer lacrima inside them.