Question words are words like what, when, where, and how, etc. We use them to form questions like "Where are we going?" As you see, the word order here is question word + auxiliary verb + subject + main verb.

Sometimes, however, we use question words in sentences that are not questions. For example, "We don't know where we are going." Here, you can see that the word order is different after the question word. The order is question word + subject + auxiliary verb + main verb.

If you review the examples below, you will see the difference:
Who is he?
I know who he is.
Where is the post office?
I don't know where the post office is.
What am I doing?
I know what I'm doing.

When you're speaking, it's easy to use the question order even for sentences that aren't questions. But if you start practicing with this, you'll start to improve. Also, when you're listening to the news, watching a film or video, or talking with your teacher or another native speaker, you can pay attention to the way they use these word orders.