When you are remembering a past situation, you can say "remember that (something happened):

Do you remember that we dressed as super heroes for Halloween in fifth grade?

However, this only means to remember the fact that something happened. A good answer to this question would be just "yes" or "no". When you want to talk about remembering the experience of an event, you use "remember how (something happened)":

Do you remember how we dressed as super heroes for Halloween in fifth grade?

The proper response to this question is to describe some detail of that memory:

Yeah, I was Batman and you were Spider-man.