They mean the same thing. You would use them if you were angry or frustrated. Like a man might say to his wife "How should I know what you are thinking?"

They really are nearly the same thing but you are asking why in one instance hand how in the other. A friend discover is you know a fact that they wouldn't think you would need to know but they would say "why do you know that?" If you know a secret they would say"how do you know that"