What are "How to ... ?" questions (errors) called?

The name is idiom, i.e. an irregular construction that is nevertheless felt to be correct. The question mark, however, is advised against by (some) style guides based on the fact that it is not a direct question; then it is simply an error, possibly based on confusion between direct and indirect questions. However, it is not uncommon, so there are no doubt people who look at it as a mere variation.

As to the lack of a question mark in how to in a title, that is most probably an elliptical indirect/dependent question:

[ (Here Follows) A Treatise On (The Question) ] How To Woo Maidens

As to the use of to + infinitive instead of a finite verb, that is by no means limited to how:

He knew how to woo Cleopatra.

"Where to find griffins" — A Revised Manual.

One Ring to rule them all,

One Ring to find them,

One Ring to bring them all,

And in the darkness bind them.

Just as you can say this ring is to find them all as meaning "this ring is [meant/supposed] to find them all", you can turn it into an attributive construction, the ring to find them all. This construction may be of elliptical origin, or it may just be that to + infinitive could always be used attributively after the word it modified.

As to the origin of this sense of purpose/expectation in to + infinitive, I do not know; I can only note that the Latin gerundive works in a somewhat similar way and is often translated as to + inf.; it is possible that the English construction was partly based on the Latin by analogy.