Well... my folks taught me a great deal about honesty and dishonesty, but I don't know that I'd say that they taught me to lie, per se. I should note, though, that I grew up in an alcoholic family, so everyone's concept of truth or reality was constantly shifting, based on the demands of the alcoholic at any given time. I could tell the truth about something one day and be praised for my honesty, then tell the truth about the same thing the next day and be punished for "telling lies". But I've never been that good at telling outright lies, so I can't say my folks "taught" me to lie. What my childhood did teach me was how to conceal the truth when it was self-protective to do so.
In healthy families, I've noted that the kids tend to go through a phase when they're around preschool age where they try on outrageous lies, maybe to see if they can get away with it, or to save face, or who knows. I suppose that what they learn about lying at that point depends on how their folks react to the lies - do they get away with it? Do their parents think it's cute? Do they shame or humiliate the child? Do they expose the lie and how? Stuff like that.
You ask, also, why some people continue to lie into adulthood. I've known a few pathological liars in my time, including my alcoholic parent; without exception, they all lied because it served them to do so. It either protected them from painful truths about themselves that they didn't want to know, or it allowed them to get away with morally questionable behavior that they found pleasurable or useful, or it allowed them to create a faux persona so that people wouldn't reject their real selves. I've known a couple of people who used lying as part of plan to use other people to get what they wanted (money, security, religious conversion, sex, etc.). I've known at least one guy who lied even when there wasn't any reason to lie, just because he could. Maybe it gave him a sense of control, in that he was able to control what information people got from him. Who knows.
All this is just from personal experience, though, and it's mostly speculation. I'm no expert here so I offer it only as food for thought, not definitive answers.