This is very important because it is so easy to start writing and end up with a whole essay that is interesting and correct, but is still given a low mark because it has not answered the question that was asked.
One method that can be helpful is to write a single sentence, before beginning the essay, that summarises what your overall argument is going to be. You can keep referring to this sentence to make sure that the more detailed information and analysis all link to one main point.
Also, be careful to avoid letting your essay include too much narrative - while it will be necessary to give some context your writing, the person marking your work will far prefer to read your opinion of events than just a list of what took place.
Finally, it is always a good idea at the end of each paragraph to link what you have written explicitly to the question. Each paragraph should deal with a different aspect of the given topic, and don't be afraid to add in some interesting extra detail to prevent the essay from being repetetive, however a link back to the title should help you to explain to the reader how what you have said is relevant. If you cannot work out a link it is possible that the paragraph does not relate to the question.