Do dinosaurs have bones

Because they are closely related. Specifically, birds are dinosaurs belonging to the clade Maniraptora (alongside such dinosaurs as Velociraptor and Deinonychus), within the clade Coelurosauria. There are hundreds of skeletal similarities between birds and their maniraptoran relatives. One would expect closely related animals to show such similarities in their skeletons (and other features), just as our skeletons betray our kinship with the great apes, and primates in general.