"Explain me" is a common error by Spanish/French/Italian speakers. It's a direct translation from their own language. With my Spanish students, I found that it was simpler to just tell them to consider that the verb construction is usually "to explain to" when followed by a pronoun.
Explain to me how to do this.
Please explain to my friend why you did that.
Can you explain to me how this works?
Please explain the use of these phrases.
Can you explain how to do this?
I can't explain what I mean.