In this sentence, the use of how is exactly parallel to some uses of whom.
He told us how to do it.
He told us whom to see about it.
However, in these uses, whom is officially classified as a relative pronoun, and how as a relative adverb (although sometimes it is called a subordinating conjunction). It makes you wonder whether the definitions of all these parts of speech were designed with a different language in mind, and the grammarians are shoehorning English into them as best they can.