Trump knows he's lying. His supporters know he's lying - they cheered him on when he led the lock her up chants at his Nuremberg-style rallies.
His followers accept as an act of faith the world as Trump describes it, and accept that he changes it on a whim. They will not challenge him on it.
They feed on his lies, which make the world seem simpler, easier, fixable, if only their Leader had enough power to make it so. They're determined to give it to him.