If the move type and the pokemon's type are the same, that pokemon will have STAB on the move. In Lucario's case, Lucario is a Fighting/Steel type, all his Fighting and Steel type moves will have STAB. Aura Sphere is a Fighting type move, which is why he has STAB on it.
STAB = Same-Type Attack Boost/Bonus. It applies when you use a move of the same type as the pokemon using it. When Lucario uses Aura Sphere, the move's power is multiplied by 1.5, the STAB. However, if that same Lucario uses some other non-steel or fighting move (even if he has Aura Sphere in his moveset), that move will not get STAB. The bonus is applied to the move, not the pokemon.