I can explain. BCG infects the actual epithelial cancer cells inside the bladder, triggering Th-1 response (production and release of cytokines by activated CD4 T cells).

The cytokines induce an inflammatory response, which I turn activates other immune system cells such as CD4 and CD8, NK cells and macrophages.

The immune cells then attack the bladder cancer cells, hopefully destroying them, thus "fighting cancer".

Source: Li J et al, NPJ Vaccines. 2021;6:14.