Ответ:

 1) He asked, “Where is the railway station located?” - He asked where was the railway station located?

2) I thought, “We will sign this contract the day after tomorrow.” - I thought what we would sign ....

3) The teacher says,” London is located on the River Thames.” - The teacher says what Londod is located on ....

4) “Open your case,” the officer ordered the passenger. - The officer ordered the passenger what he opened his case.  

5) Dad said, “I had no time to look through the newspapers.” - Dad said what he had had no ....