the verb is 말하다, so why in the sentence: "운동한다고 말해 주세요", it is 말해 not 말하?

What is the grammar rule behind this?

We can not learn Korean vocabulary without learning Korean grammar first, right?

I tried to find Korean vocabulary to study for beginners, but the book that I found come with all Grammar details which looks like a lot. So I need to learn vocabs and grammar at the same time?

Would appreciate any suggestion, thanks!