Lightning always comes with thunder.

Literal

Thunder [to-には] lightning [subject-が] inseparable-thing is.

つきもの ('inseparable companion / inevitable accompaniment') is a noun derived from つく ('to attach') + もの ('thing'). ~にはつきもの = 'is inseparable from / always comes with.' A compact way to express things that necessarily co-occur. 稲妻 ('lightning') is the etymological 'rice-wife' (lightning was thought to fertilize rice), now just 'lightning bolt.'