A question which is not being asked directly, but which merely forms part of a larger sentence, which itself may or may not be a question is called an embedded question or an indirect question. In the sentence ‘I don’t know what I should do’, the question ‘What should I do?’ is embedded.
• Can you tell me where Peter lives? (The question ‘Where does Peter live?’ is embedded.)
•Tell me who I should talk to. (The question ‘Who should I talk to’ is embedded.)
Note that an embedded question has a different word order from a direct question. In a direct question, the subject follows the auxiliary verb, whereas in an embedded question the subject is followed by the auxiliary verb.
An embedded Yes/No question is introduced by if or whether.
• I don’t know if he will come. (The embedded question is ‘Will he come?’)