Present tense :

·         Direct : They said, “we love our country”

·         Indirect : They said that they loved their country

Past tense :

·         Direct : John said, “they went to cinema” 

·         Indirect : John said that they had gone to cinema.

Present perfect :

·         Direct : She said, “he has finished his work”

·         Indirect : She said that he had finished his work.

Questions which can be answered in YES/NO.

·         Direct speech:  She said, “Will he participate in the quiz competition?”

·         Indirect Speech: She asked me if he would participate in quiz competition.

Question which cannot be answered in YES/NO

·         Direct speech: Teacher said to him, “what is your name ?”

·         Indirect speech: Teacher asked him what his name was.

Reference : http://www.studyandexam.com/indirect-speech-for-interrogative.html