Yes. It's a direct question, and direct questions always need a question mark. But the words are much more important than the punctuation. When we begin a question with "May I", we're asking for permission to take an action. But that's not the case here. I would suggest that you change the wording of your question: When is the next exam? Could you tell me when we'll have our next exam?

Howdy Niwantha. Yes. This sentence is a question so it needs a question mark at the end.

you wouldn't put a period on a question sentence plus u can just omit the question mark and you'll be understood 100 percent perfectly it's a choice up to u if u wanna put a question mark just know u don't rlly need it

what I mean by you don't rlly need it I meant it in as in you don't need it to be understood any question u ask will be understood as a question