Hi! If you data contains a "spans" property, those will be highlighted in the text, just like in the NER interfaces. They're only for display purposes, though – during training, Prodigy will only use the "text" and the "label".
Alternatively, you could also add an "html" key to your tasks and use that for the formatted version. Just make sure to also include the plain text version as "text", so you don't lose the raw data to train from. A task in your input source could then look something like this:
{
"label": "SOME_LABEL",
"text": "This is some text.",
"html": "This is some <strong>text</strong>."
}