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From https://dictionary.cambridge.org/us/grammar/british-grammar/questions-wh-questions, I know that:

Without an auxiliary verb

Warning:

When what, who, which or whose is the subject or part of the subject, we do not use the auxiliary.
We use the word order subject + verb:

What fell off the wall? Which horse won?

Who bought this? Whose phone rang?

What about why? Why is not mentioned here.

Why use your head to hit the stone? You should use your feet.

Or

Why using your head to hit stone? You should use your feet

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Why use your head to hit the stone? is a properly constructed question.

Why using your head to hit the stone is not a question at all, but it could be the subject of a verb, for example:

(This is) Why using your head to hit the stone may cause you injury.

In this case why using is another way of saying the reason that.

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