Direct question: Where is she? = a little less formal/polite. You would use this when talking to friends. Indirect question: Could you please tell me where she is? = a little more formal/polite. So you would use it when asking a stranger. Indirect questions usually begin with something like "Can you tell me...?" "Do you know...?" "I wonder if...?" When forming your indirect question, the word order is the same as in an affirmative statement. Statement: The restroom is in the back of the restaurant. (verb comes after the subject) Direct question: Where is the restroom? (verb comes before the subject) Indirect question: Could you please tell me where the restroom is? (verb comes after the subject just like in the statement)

The grammar you are looking for is called "REPORTED QUESTIONS". Any half decent grammar book will explain that clearly. Or you could Google.

Both Sarah and Peachey have done a good job. I'll just give you an explanation in Chinese： 直接引语变成间接引语的时候，间接引语里面疑问词以后的顺序要用陈述句语序，也就是主语要放在位于动词之前（而特殊疑问句的语序一般是“疑问词+be动词/助动词/情态动词+主语+...）。

Sarah's given a good explanation. :) I'll just add a couple of points. To a native speaker, "Please tell me where is she?" sounds as if you began a new question in the middle of another sentence. If the question word sits at the beginning of the sentence, then use the question-word order. For the indirect question form, the word-order following the question word should be as if it's the beginning of a statement (as Sarah explained above). "Could you please tell me where she is?" "She is...."

That's the basic rules. Why is that the rules? Because it's the rules here.