“Could you go into a little more detail about how that works?”

You're in a lecture in a college class. The professor makes a point, but you're not sure if you understood it. You want to ask for more information, so you say this. 

Could you go into a little more detail about how that works?

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could you (do something)

"Could you ___" is a good way to ask people to do something politely.

go into detail about (a topic)

Use the phrase "go into detail about" to mean explaining or expressing a lot of details about a topic. When someone has only given a general overview of a topic, and you want to hear more detail about it, you can ask the person to "go into more detail" as in the example above. You can also say that someone didn't go into a lot of detail.

He didn't really go into a lot of detail about what he was looking for, but I think it might be something like this.

In this example, you see that the phrases "didn't really" and "a lot of" are used with "go into detail about". Remember that you "go into detail about" a topic, not a thing. So it's a little strange and incorrect to say "go into detail about her car". Instead, you would say:

She went into a lot of detail about where she bought her car and how much it cost.

how (something) works

This is a common phrase to talk about the way that you use something, or the way that something happens. You can use it in lots of different sentences like:

Can you show me how it works?

I think I understand how it works.

"How ___ works" is an example of a noun clause, which is a clause that you use in place of a noun in a sentence.