H bonding is when a H is bonded to either N, O, or F. In the third molecule, the O is only double-bonded to the C; it is not bonded to a single H. All other choices have a N, O, or F bonded to a H

Electronegative atoms disproportionately pull covalently bonded electrons toward themselves, which leaves hydrogen with partial positive character. 

For hydrogen bonding to occur there must be a molecule with a hydrogen bonded to either F,O,N. This is present in water and methanol which both have O-H bonds. There can be hydrogen bonding between two water molecules, and there can be hydrogen bonding between two methanol molecules. The key to this problem is recognizing that it is asking for a situation in which hydrogen bonding is occuring between two separate molecules.  

Hydrogen bonding is the association of a hydrogen and one of the three most electronegative elements F,O,N of neighboring molecules. The hydrogen, because it is bonded to one of these elements, aquires a partially positive charge, F,O, or N develops a partially negative charge. The partially positive hydrogen will associate, not bond, with the F,O, or N of a seperate molecule. Remeber that hydrogen bonding is an intermolecular property, so it is occuring between separate molecules.  

When hydrogen is bonded to a highly electronegative atom (such as nitrogen, oxygen, and fluorine), the electrons are pulled more closely to the electronegative atom than to the hydrogen nucleus. This results in a partially positive charge on the hydrogen atom, which allows it to attract partially negative charged atoms on other molecules. This type of intermolecular force is called a hydrogen bond. 

Carbon and hydrogen have very similar electronegativities, so the electrons are equally shared. This makes methane a nonpolar molecule. As a result, it is incapable of hydrogen bonding with other molecules.

Hydrogen bonding only occurs when hydrogen is bound to either oxygen, nitrogen, or fluorine. Only these atoms form a bond with hydrogen polar enough so hydrogen bonding to occur.

 may participate in hydrogen bonding, which is one of the strongest intermolecular forces. Hydrogen bonding increases a substance's boiling point, and lowers its vapor pressure.

Differences in the physcal properties of substances is often due to differences in molecular structure.  Intermolecular forces can have profound effects on physical properties such as boiling point.  Substances with the same molecular formula can actually behave quite differently based on how the atoms in these substances are connected.  Hydrogen bonding is a strong intermolecular force that often leads to higher boiling points in substances that can hydrogen bond when compared to substances of similar molecular weights that cannot hydrogen bond with one another.  Thus the presence of hydrogen bonding in the unknown substance is the best answer.