I did not know what to do with the dressthat I bought recently.Here the underlined part is a/an -

I did not know what to do with the dress that I bought recently. Here the underlined part is an - Adjective clause.
- - যে sub-ordinate clause কোনো noun/pronoun এর পরে বসে ঐ noun/pronoun কে modify করে তাকে Adjective Clause বলে। 
- অর্থাৎ noun এর post modifier হিসাবে adjective clause বসে।

• Adjective Clause দুইটি স্থানে বসতে পারে - 
- Noun এর post modifier - (subject + verb + noun + adjective clause) 
- Subject এর post modifier - (Subject + adjective clause + verb + object)

• প্রশ্নে উল্লেখিত - I did not know what to do with the dress that I bought recently - এই বাক্যে that I bought recently এই clause টি subject  এর post modifier হিসেবে বসায় এটি একটি Adjective clause.