The "purpose" of Philosophy depends much on the attitude of the philosopher. In The Philosophy of Bergson, Bertrand Russell wrote,
The classification of philosophies is effected, as a rule, either by their methods or by their results: “empirical” and “a priori” is a classification by methods, “realist” and “idealist” is a classification by results. An attempt to classify Bergson’s philosophy in either of these ways is hardly likely to be successful, since it cuts across all the recognized divisions.
But there is another way of classifying philosophies, less precise, but perhaps more helpful to the non-philosophical; in this way, the principle of division is according to the predominant desire which has led the philosopher to philosophize. Thus we shall have philosophies of feeling, inspired by the love of happiness; theoretical philosophies, inspired by the love of knowledge; and practical philosophies, inspired by the love of action.
Among philosophies of feeling we shall place all those which are primarily optimistic or pessimistic, all those that offer schemes of salvation or try to prove that salvation is impossible; to this class belong most religious philosophies. Among theoretical philosophies we shall place most of the great systems; for though the desire for knowledge is rare, it has been the source of most of what is best in philosophy. Practical philosophies, on the other hand, will be those which regard action as the supreme good, considering happiness an effect and knowledge a mere instrument of successful activity. Philosophies of this type would have been common among Western Europeans if philosophers had been average men; as it is, they have been rare until recent times, in fact their chief representatives are the pragmatists and M. Bergson. In the rise of this type of philosophy we may see, as M. Bergson himself does, the revolt of the modern man of action against the authority of Greece, and more particularly of Plato; or we may connect it, as Dr. Schiller apparently would, with imperialism and the motorcar. The modern world calls for such a philosophy, and the success which it has achieved is therefore not surprising.
According to Russell, in the Western tradition, the pragmatists are among those whose philosophies focus on "how to live," or as Russell puts it, they "regard action as the supreme good, considering happiness an effect and knowledge a mere instrument of successful activity."
The pragmatist William James wrote,
In the preface to that admirable collection of essays of his called 'Heretics,' Mr. Chesterton writes these words: "There are some people—and I am one of them—who think that the most practical and important thing about a man is still his view of the universe. We think that for a landlady considering a lodger, it is important to know his income, but still more important to know his philosophy. We think that for a general about to fight an enemy, it is important to know the enemy's numbers, but still more important to know the enemy's philosophy. We think the question is not whether the theory of the cosmos affects matters, but whether, in the long run, anything else affects them."
I think with Mr. Chesterton in this matter. I know that you, ladies and gentlemen, have a philosophy, each and all of you, and that the most interesting and important thing about you is the way in which it determines the perspective in your several worlds. You know the same of me. And yet I confess to a certain tremor at the audacity of the enterprise which I am about to begin. For the philosophy which is so important in each of us is not a technical matter; it is our more or less dumb sense of what life honestly and deeply means. It is only partly got from books; it is our individual way of just seeing and feeling the total push and pressure of the cosmos.
And he concludes his essay The Will to Believe with a quote from James FitzJames Stephens:
I began by a reference to Fitz James Stephen; let me end by a quotation from him. " What do you think of yourself? What do you think of the world? . . . These are questions with which all must deal as it seems good to them. They are riddles of the Sphinx, and in some way or other we must deal with them. . . . In all important transactions of life we have to take a leap in the dark.... If wc decide to leave the riddles unanswered, that is a choice; if we waver in our answer, that, too, is a choice: but whatever choice we make, we make it at our peril. If a man chooses to turn his back altogether on God and the future, no one can prevent him; no one can show beyond reasonable doubt that he is mistaken. If a man thinks otherwise and acts as he thinks, I do not see that any one can prove that he is mistaken. Each must act as he thinks best; and if he is wrong, so much the worse for him. We stand on a mountain pass in the midst of whirling snow and blinding mist through which we get glimpses now and then of paths which may be deceptive. If we stand still we shall be frozen to death. If we take the wrong road we shall be dashed to pieces. We do not certainly know whether there is any right one. What must we do? ' Be strong and of a good courage.' Act for the best, hope for the best, and take what comes. . . . If death ends all, we cannot meet death better."
I guess the point of all this is that there are schools of thought in Western philosophy that consider "action", or "how to live", to be one of the primary subjects of philosophy.
Add to that the fact that ethics is a huge subject in philosophy, and that religion is concerned primarily with "how to live", and it is pretty clear that "knowing how to live" is very much a part of modern Western philosophy.