I've read that book - it will explain in more detail. But I can provide the basic idea here.
Let's say at the start of 2020 you bought a 10-year treasury yielding 1.88%. Back in March, the Fed lowered their fund's rate, and bond yields dropped. Someone buying a 10-year treasury right now would only get 0.59% yield.
Would you swap someone your 1.88% yield for their 0.59% yield? No way, right? Because your bond is better, so the market needs to pay you a premium - a higher price for the greater yield. So the bond you bought in January went up in value because all the new bonds now have lower yields.
Notice when rates fell in that example, your bond yield looked better, and so your bond went up in value. A more realistic example might be the opposite situation, since bond yields are at historic lows right now.