Like any other book, one page at a time. :)

But seriously, don't stress yourself too much about remembering every little detail you read in non-fiction, it takes time and repetition to get it down. Just enjoy learning and reading, if you make it too much like a job or a chore then you might stop doing it altogether.

As you read more about a topic, you will be surprised what you start to remember. You'll start to see the connections and think "Oh yeah didn't I read about that in X..". Or even in daily conversation you will start to find places where it relates to some topic of discussion.

It just takes time, you can't force it. Just try to follow the big picture and patterns rather than specific details.

What type of non-fiction are you reading?