If you ask me a direct question, you say, "What are you doing?"
If you ask me an indirect question, you don't ask a question at all. You make a statement, but it's clear from the statement that you are asking a question. You say, "I would like to know what you are doing". If you would like to know what I am doing, it is very much like asking me "What are you doing?" But there is no question, only your statement of what you would like to know. That makes it an indirect question.