I highly recommend this thread by /u/knight117 and this one by /u/kardlonoc which both deal with the question you ask.

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The TL;DR is "sort of". They trained but primarily in a more functional sense. Weapons practice, horsemanship, hunting, exercises in armor etc are all demanding activites. Added to this there seems to have been a relatively widespread focus on more general fitness among knights-to-be which involved things like lifting or throwing rocks, wrestling, climbing, jumping and running.

I will chime in again to sort of summarize the previous topic that was nearly four years ago as /u/superplaner linked. It is a excellent source and discussion.

The source of this is this article:

http://www.thearma.org/essays/fit/RennFit.htm

To answer your question, yes they did. There are pictures of knights and fencers lifting stones and throwing stones as part of their practice. However lifting wasn't 'dedicated' as it is today.

To explain a good comparison is a modern day boxer, fighter or Olympic fencer to be more on point. These athletes spend a majority of their time training, a ton of time in the doing what they do and practicing but also a good amount of time on general fitness such as running, lifting, stretching and whatever else they need to do. Boxers sometimes spend more time running in training than they do boxing just to amp up their endurance.

Another good comparison is soldiers which knights were. Soldiers don't spend all their time lifting, but rather training that allows them to be well organized at all times as a group in whatever they do with some practice into shooting and CQC.

To understand that, that while there was lifting, the act of practicing swordsmanship was generally strength training enough for them and the most effective. The article points out that new soldiers would often start off with weapons that were double the weight of the normal weapons and then would switch to normal weapons for real fights.

But do understand strength wasn't the only goal but obviously to use the sword to the best of your ability. To that regard, modern day weightlifters would be stronger than most knights...in terms of lifting weights

But as cheesy as it sounds strength wasn't pure back then, strength came from wielding a weapon of some kind, be it a sword or a bow that needed to be pulled and all the techniques that came with that.

What knights did was not pure strength training as we know it but it was done to increase the physical strength of knights to a certain degree.