Odd as it may seem, the object pronoun "se" can be translated as the impersonal subject "one" here, so I think a more obvious English translation would be "She asked me how one cooks fish".
[Edit: "se" does not mean "one", but translating it as "one" often works in passive constructions like this.]
"se" does not really mean "one". It is actually a reflexive, meaning "itself". Romance languages (Portuguese, but also French, Spanish) are full of reflexive verb constructions. This one here would translate into something like "how fish cooks itself", which of course is absurd but in this case the reflexive construction is used to make an impersonal sentence, meaning "how one (anyone) cooks fish"