Hi, Allen Yu,
I think I understand your question. I think you're trying to change the sentence: "We will have a party in the next wednesday" (direct speech) into indirect speech.
The general rule reads that future tense turns into conditional when changing from direct to indirect speech, so: "They told me they would have a party next wednesday".
But, in this case, the party HAS NOT YET TAKEN PLACE, so the future tense would be also acceptable: "They told me they WILL have a party next wednesday".
If the event had already taken place, then you should use conditional to express it in indirect speech. For example:
Direct speech: "She told me (one month ago): -"we will go to the cinema this weekend".
Indirect speech: She told me (one month ago) they WOULD go to the cinema that weekend". In this case, the use of future tense in the indirect speech is not possible.
Hope I could help you.