As for why is "What happened to him?" instead of "What did happened to him?" or "What did happen to him?" the answer is given in a question I asked on EL&U: "Who turned off the lights?""Who turned off the lights?"
As for the tense to use, the OALD has the following examples for "happen to somebody/something."
I hope nothing has happened to them.
It's the best thing that has ever happened to me.
What's happened to your car?
Do you know what happened to Gill Lovecy?
The used tense is always the simple past, or the present perfect.
