A noun phrase vs a question (what vs how)

Let’s consider two phrases:

• What makes work efficient
• How to say ‘Hello’ in Chinese

The first one can either be a noun phrase (What makes work efficient is careful preparation) or a question (What makes work efficient?), but the second one can only be a noun phrase.

These two phrases seem to have very similar grammatical structure. The words what and how seem to have pretty similar usage in any language (not only English). So as a non-native English speaker, I would use How to say ‘Hello’ in Chinese not only as a noun-phrase, but also as a question:

• How to say ‘Hello’ in Chinese?

But this one can’t be used this way. What is the reason of this difference? Is it a pecularity of the English language?