"mai" in "come mai da queste parti?"

Hi there! I'm learning Italian with Lingo Legend and one of the phrases they have given me is "come mai da queste parti?"

I looked up "mai" and understand that it's used primarily the way "ever/never" is used in English, but I don't see how that would apply here. Is it a verb I'm not understanding the conjugation of?

Grazie mille!