If you look up the pronunciation of “how” in a dictionary, you’ll find /haʊ/. The consonant sound /w/ comes in because the next sound is a vowel. /ð/ can be a tricky sound. Make sure your tongue touches your top front teeth, but don’t stick it out too far! You can make this easier by pronouncing the t with your tongue touching your teeth, then stop and blow through for /ð/, then you don’t get an extra vowel where you don’t want it.
This phrase expresses surprise. The more surprised you are, the higher your voice will go.