Change into indirect narration:
He said to me, ''Where do you live?''

Structure : Sub + ask + object (যদি থাকে) + Interrogative Pronoun/
Interrogative adverb + Reported speech এর Subject + Verb + বাকি অংশ।
যেমন:
Direct : “What do you want?” She asked him.
Indirect : She asked him what he wanted.
Direct : He said to me, ''Where do you live?''
Indirect : He asked me where I lived.