I've noticed this is a very common mistake for English learners. It's so common that I'm leaving a friendly reminder for everyone to see!
In English you should <em>never</em>, <em>ever</em> start a question with "How to...?"
"How to say this in English?"
"How to improve my listening?"
The correct way is:
"How <em>do you</em> say this in English?"
"How <em>do I</em>/<em>can I</em>/<em>should I</em> improve my listening?"
When you see "how to" in English, it's used inside a sentence, never as a question-starter:
"Do you know how to say this in English?"
"I don't know how to improve my listening."
Just remember the simple rule:
Never start a question with "How to"
...and your English will instantly sound much more natural! : )
I'd add one caveat. It can be used at the beginning if it's meant as instructions on how to do something, but as you pointed it out it still wouldn't be a question and it wouldn't even technically be a sentence as a general rule.
For example, you might see a title like
"How to make friends in five simple steps"
Or if it's a sentence it could be something like
" 'How to get there' is one of several topics that we'll be discussing in the meeting today." (phrasing things this way is a little clumsy though)
Thanks, Alan for your interesting tip!