When salt dissolves in water, it comes apart into ions with positive and negative electrical charge. That's actually what we mean by calling a material a salt. Ordinary table salt forms Na+ and Cl-. These charged particles are dragged opposite ways by an electrical field, making an electrical current. So that's how salt water conducts.
http://van.hep.uiuc.edu/van/qa/section/Electricity_and_Magnets/Stuff_that_Sparks/20030801090204.htm www.nssl.noaa.gov/edu/itg
www.fema.gov/hazards/thunderstorms/thunderf.shtm