How it is possible lichess detected cheating ? I mean it's opening stage and game is being declared

@Iqb. I'm pretty sure lichess will never answer that. Because they don't want cheaters to be able to bypass the "cheat detection". I don't think anyone else knows.

Cheat detected only occurs when someone cheats using Lichess analysis board
It is easy to detect

Do lichess is spying on our devices as to AI check if player system is using chess engine? otherwise anyone can remember first opening moves like 6 or 7 oh my in early opening stage.

It's not because of the AI. Stockfish confirms the player made some mistakes. It happens when a different tab with the same game is going on, usually. It can also detect in-game changes with extensions.

If a friend opens the Lichess analysis board on a casual game, and he is learning to play, can he get banned?

If I allow him to use it against me?

#6 You are not allowed to use engine assistance during the game.

Even moving your mouse without a click can show a website your co-ordinates of your mouse.
developer.mozilla.org/en-US/docs/Web/API/MouseEvent/clientX

Think of a website as someone else's home. They guide you to where they want you to play.

Everything in this world is probably on a need to know basis.
The squeaky wheel does not always get the grease.

Even off the internet, we all cast shadows or carry things or drive cars that can be detected and not just by GPS.
The more we play on a site, the more we leave bread-crumb trails, like our profile style and plotting graphs.

As stated before, White probably opened the lichess analysis board when playing.