There are three types of Indirect Speech; Indirect Statements, Questions and Commands. This page includes an example of the first two.
Direct Statement: ego Augustum visitare cupio. I want to visit Augustus.
Indirect Statement: Marcellus dicit se Augustum visitare cupere. Marcellus says that he wants to visit Augustus.
Direct Question: cur argentariam visitas? Why are you visiting the bank?
Indirect Question: femina Marcellum rogat cur argentariam visitet. The woman asks Marcellus why he is visiting the bank.
For the sake of completing the set, let’s add an example with a Command.
Direct Command: ascende scalas! Climb the stairs!
Indirect Command: femina Marcello imperat ut scalas ascendat. The woman tells Marcellus to climb the stairs.
The woman asks Marcellus why he is visiting the bank. Marcellus says that he wants to visit Augustus. The woman, smiling, points out the stairs to Marcellus.