The magma cools down and solidifies, leaving behind a mound of rock, like Traprain Law. Igneous intrusions can be found all around Scotland, not just in Edinburgh and Lothian. Some other examples ...
The Journal of Geology, Vol. 23, No. 8, Supplement: The Later Stages of the Evolution of the Igneous Rocks (Nov. - Dec., 1915), pp. 1-91 (91 pages) ...