“Can you explain to me how this works?”
You've just started a new job in an office and you're trying to send a fax. You can't figure out how to use it. You ask a coworker this.
Can you explain to me how this works?
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When the topic being explained is just a short word, you use a different order:
Can you explain this word to me?
But when the topic needs a longer sentence, "to (someone)" goes first after "explain" like in the example above.
This is an embedded question. Other examples of embedded questions:
explain how you knew that
explain what we're supposed to be doing
explain who you are