Yes, it's a proper English sentence, but perhaps not the most likely one that an Englishman might utter.
These are both somewhat more likely choices if you wanted to know the details of Scotland's climate:
What is the climate of Scotland (like)? What is Scotland's climate (like)?
But once again, 'How is the climate of Scotland?' isn't incorrect as a question. However, the question has a slightly different nuance. Whereas 'What' is typically used to learn about the climate, the 'How' variant might be posed to someone who had returned from living there, by someone who wanted to know that person's EXPERIENCE of living in such a climate.
So, the answer to 'What is the climate of Scotland?' might be 'Cold and damp', whereas the answer to 'How is the climate of Scotland?' might be 'It's all right once you get used to it.'
To my mind (native English speaker): "What is the climate like in Scotland?" is the most natural translation. I hesitated slightly, because it's not the most literal translation, but it was accepted. There are a few instances where the Dutch ask: "How is something?", but we are more likely to ask: "What is it like?"