"Hell" is a word that you say when you're angry or surprised. There are lots of different uses and expressions for the word, but the expressions "what the hell", "who the hell", "how the hell", and so on are used when you want to ask a question and show that you're angry or annoyed about it.
As an example, imagine that the tire on your car went flat and you have to replace it. You're trying to fix it but it's not working and you're frustrated and annoyed. Your wife tells you that you need to lift the tire up more, but that's not possible. You say:
How the hell am I supposed to do that?
The word "hell" is considered a "curse word", which is a word that children aren't supposed to say and adults aren't supposed to say in really polite situations. Other curse words include "shit", "ass", "fuck", and "damn". However, "hell" is considered to be one of the lightest curse words. Be a little careful not to use it with someone you don't know very well, but don't be afraid to use it from time to time in your conversations.