"What do you call this?" is correct if the question is asking for the name of something. For example: "What do you call this?" "It is called a chair." "How do you say this?" would be correct if you were asking how to say something in another language. For example: "How do you say ¿De dónde eres? in English?" "You say, Where are you from?"

What do you call this? :)

"What do you call this?" if you want to know a thing's name "How do you say this?" if you want to know a pronunciation or the correct way to use an idiom. "How do you call this?" if you want the right collection of words to get something to come to you. (to expand - "How do you call the dog? Do you say 'Come Rex!' or 'Here Rex' or 'Rex! Come Here Now!'")

"What do you call this?" is correct. And "How do you say this?" is correct if you are asking for the pronunciation or the translation of something.