Hey. "Do you know where is Park Avenue" is incorrect. 'Where is Park Avenue" has to be a question. I think you're confused because this is a question anyway, but only because of 'Do you know...'. Saying 'yes' to 'Do you know where Park Avenue is?' is the same as saying "I know where Park Avenue is." The latter is correct and is definitely not a question; 'where Park Avenue is' is just the location. The verb only changes when a question is being asked. The normal positive form is 'Park Avenue is...', so the word order doesn't change when 'where' is added in front. If 'is' is moved in front of 'Park Avenue', as is the case in 'Where is Park Avenue?' or 'Is Park Avenue nearby', then it has to be a question. Keep in mind that 'Do you know where Park Avenue is?' is ONLY a question because of 'Do you know'. "You know where Park Avenue is" is a perfectly valid sentence, while "You know where is Park Avenue" is not.

Do you know where Park Avenue is? In this case you have an extra sentence which is connected with a conjunction "where" (the sentence contain two different subjects "you"; "Park Avenue" and two different verbs "know"; "is") Where is Park Avenue? In this case you DO NOT have an extra sentence (only ONE subject "Park Avenue" and ONE verb "is") Hope this helps :)

The structure is different because they are asking different questions. In the first question, you are asking "Do you know?" In the second question, you are asking "Where?"