Hydrogen bonding is a type of intermolecular interaction. Hydrogen bonding occurs in polar molecules containg hydrogen atoms bonded directly to small electronegative atoms (flourine (F), nitrogen (N) and oxygen (O).
Now that you know the criteria for hydrogen bonding you can eliminate choices A and D because these molecules has H but does not contain F, N or O. We are left with choices B and C, which contains both H and O. However, we must draw the structural formula of the molecules to see if the O is directly bonded to the H:
H3C-O-CH3 *Notice that in this structure (dimethyl ether) H is not bonded directly to O, hence will not hydrogen bond. This eliminates B.
H3-C-O-H *Notice that methanol has 4 hydrogens, but only one can participate in hydrogen bonding, the one that is directely bonded to oxygen. the answer choice is C