Look then straight in the eye and advise them you are aware that they lied and you'd like their explanation on why they felt they had no choice but to lie to you. If their explanation suits you and they are remorseful then forgive them with the stipulation that once is it! If not, say goodbye and make sure they are aware that lying us the reason they are out!
I get mad but it depends on the lie. My friend was telling this 'bad girl' I was talking trash to her name and the 'bad girl' threatened to bust my teeth in. this wasn't one simple lie but more than one over and over. She didn't and realized it was a lie. I talk to that friend sometimes but by no means are we bestfreinds anymore. I'm just polite then I leave. But it depends