It changes as they grow. With mine recently (mostly secondary age), it's largely been pushing them beyond their first conclusion and their good/bad, truth/lie mindset that is developmentally normal, but can need help growing beyond it. I use what they're already doing and try to push a bit further. Sometimes that is adding in a 'what' as a way to practice the 'how'.
For example, one of my DDs gets very frustrated when the school 'lies' which to her is whenever they don't tell 100% of the information. Each time, I gently push - so recently it was yes, saying there are 5 senses is a common way to simplify all the many ways we sense things, but your English teacher saying writing based on the 5 senses is a good tip for writing description (which she hates) and she can add in more if she likes.
Sometimes the school is just wrong and we talk about how everyone can get things wrong sometimes, but often time it's just more complex than there is time or expertise in a lesson. This DD now has a thing where she brings her RE lesson book home to 'correct' because she doesn't like the teacher and thinks he lies a lot (also occasionally for other subjects like history, but only certain topics, RE is pretty much brought home weekly now for this). There are some things which are factually incorrect - rarely worryingly incorrect though it happens - but most often it's that all religions are internally diverse and also change through time and place so saying all Y people think X about Z is going to be limited so we discuss that, what she's expected to know for the test and working slowly on the difference between 'this is one of a range of thoughts on the topic' and the less common 'this is actually entirely wrong' or 'they've left out something really important'.
Exploring these thinking patterns is different with a 15-year-old compared to a 10 or 5-year-old. As others said, media can be a good way to do this too: my kids love films like The Book of Life and Coco. When my youngest discusses his ideas of the afterlife involving that, I'll likely not add much more beyond 'some people think this and some people think that'. With my older kids, 15 & 17, I'm more likely to ask harder questions like if we stay in the afterlife as long as we're remembered, doesn't that mean that people like the famous musician murderer in Coco or some of the worst people in history are likely to get to be the party way longer than most? That might appear to be a what to think, but to me it's a practical use of how - it's hard to do just how to think in abstract without whats to work with.