With weight painting you are actually painting the points. Check it out in wireframe view and you'll see that quite clearly.
So, if you select a (eg) 'red bone, , ANY points you then paint will 'attach' to that bone, no matter where they are on your figure.
Don't get 'attaching an object to a bone' confused with 'skinning an object on a figure. When you select a bone and go 'add object' then that object is automatically attached to that bone.
For example, you might have 2 bones, and add a cylinder to the bottom bone. (with cylinder covering both bones). If you move the bottom bone, the whole cylinder will move.
But if you activate 'skinning, (or 'weight painting), and select the top bone, and paint the points surrounding that bone, then now you can 'bend' the cylinder by moving the top bone, because those points have been 'painted on' to that bone.