How to change the menu like this?

Question

You need to create a custom walker. Specifically, create a child class of Walker_Nav_Menu. The only funciton you need to override is start_el(). Copy it wholesale into your class, and place the title where you want it. Then in your wp_nav_menu call, specify your walker.

<?php 
wp_nav_menu( array(
        'link_before' => '<span><strong>',
        'link_after'  => '</strong></span>',
        'walker'  => new My_Custom_Walker()
    ) );