You keep a document going called "state of the world", on every turn, you read this document in (as context), use it to help compute what happens, and based on what happens, create an updated "state of the world" document. You track important details so your LLM is consistent from turn to turn.

If you doing an RPG, which I guess is where this is more obvious, you track the play and enemy positions, their health, their moods and perhaps top thoughts, the state of important inanimate objects. if you break down the door, you update the door's state in the document. This is in contrast to just giving the LLM the previous turns and hoping it realizes the door is broken down later (just by statistical completion).