I know why she came
I know why she came.
I don’t know why he spoke about it.
Tell me what you heard.
I want to know how you won.
When a question is the second part of the sentence, we don’t use do or did. So it is not correct to say I know why did she come.
I didn’t understand why it was so important for the fox.
Only children know what they are looking for.
I can show you how happy I am.
You can see more examples in the book The Little Prince.