Question

The principal said to the students , 'Go to your class room'.

Answer 1

THE PRINCIPAL SAID TO THE STUDENTS THAT THEY SHOULD WENT TO THEIR CLASS ROOM

Answer 2

The principal asked the students that they should go to their class room

Indirect speech:

Unlike the direct speech, indirect speech is a method to declare the information or message in an indirect way rather than mentioning in the direct terms.

Normally, an indirect speech will not come under the quotations becuase content clauses or the infinitive phrases will be used.

Hope it helps.