"Can you tell me what I am doing here?" is correct:)

One question form per sentence, and it's "Can you tell me...?" The rest of the sentence follows a normal order. "Can you tell me what I am doing here?" The first sentence will only make sense if you cut it into two questions and change the order. "What am I doing here? Can you tell me?"

The second is correct

Hence the second one is correct.

Beginning*