"to strain something" = to pour l something like pasta in a colander and drain the liquid and "to sift something" = to pour flour or sugar into a sieve and sift the lumps

If you are using liquid, you strain it. This is done to separate solids from the liquid (eg. pasta) or make the consistency of the liquid even (eg. soup). If you are using dry ingredients, you sift them. This normally refers to flour, and is done to get rid of any lumps and/or separate the particles to make the pastry rise more easily.