I believe this common formula was once a sentence fragment. That shouldn't come as a great surprise, since many types of titles are fragments:
- [Treatise/essay/etc.] On the Origin of Species
- The Way We Live Now
Titles may be full sentences, but they are often nominal constituents (things that act as nouns) or other single constituents (parts of speech); and only sentences require punctuation marks at all.
In normal speech, I believe the how to construction appears only in subordinate position to a verb or noun:
- *Peter, how to open this door? — sounds like a non-native speaker to me.
- Peter, I don't know how to open this door. — that's more like it.
Because we're dealing with a fragment here, we have considerable freedom in whether and how we wish to complete the hypothetical sentence:
- Please tell me how to open this door. — This makes it into an imperative, which requires a full stop.
- Could you show me how to open this door? — This makes it into a full question.
- How to open this door — this leaves it as a fragment the completion of which would be useless, like the book titles above.
However, since the punctuation mark at the end should normally be used only if you wish to present it as a sentence, I think no punctuation mark at all makes the most sense. By a "sentence" I mean here a unit that you would mark by a capital at the beginning and
.?! at the end in a normal paragraph. If circumstances extrinsic to the title itself dictate a full stop, then use that (when all titles in a list are punctuated, for example, I'd use a full stop).