It is common in English to construct questions by following this pattern: V+S, so the Helping Verb “Do” is used there.
It’s the opposite when you construct sentences. You must use: S + V. If you add any other Noun Clause or Noun Phrase to your sentence, whether it was in question form before, it cannot follow the “V + S” question pattern.
Take a look:
What are you thinking? = Question
Please tell me what YOU ARE thinking. = Sentence
Notice that I switched the Verb and the Subject in the original question.
In the same way:
What do you like? = Question
Please tell me what you LIKE. = Sentence
Where did you go? = Question
Please tell me where you WENT.
- “Do” and “Did” as Helping Verbs are normally used only in Questions and Negative sentences, not positive sentences