You weight train by flexing your shoulder to raise the dumbbell and relaxing it to lower the weight. The more practice you have, the longer you are able to hold a dumbbell up.
Paying attention is similar to raising a weight. Getting distracted is similar to lowering the weight. A wandering mind is just as normal as a flagging muscle.
Every raise of a dumbbell makes the muscles in your shoulder stronger. Every time you bring back your attention, you strengthen the muscles in your mind.