“Remember.” This is the idiomatic or “pregnant” sense of the word “remember,” and in this context, it means to remember it and then “pay attention to it and obey it.” The NLT conflates the translation to “remember to obey.” It is appropriate to have this verse where it is because Malachi 4 starts with destruction foretold for the wicked (Mal. 4:1) but healing for the righteous who fear God (Mal. 4:2), then the destruction of the wicked again (Mal. 4:3) then the instruction on how to fear God and be righteous by “remembering” (obeying) the Law (Mal. 4:4). Then Malachi 4:5-6 foretells of the one who will come before the Messiah. So in this section, God does not just foretell the destruction of the wicked, He tells the people how not to be wicked.
[For more on the idiomatic sense of “remember,” see commentary on Luke 23:42.]
“the Law of Moses.” The Hebrew is “the torah of Moses,” where “torah” is much more than “law.” The torah involves instruction in many different ways (see commentary on Prov. 1:8).