Uses of interrogatives as pronouns
You'll never be able to map one to one English to Chinese, but some things are expressed in a very similar manner in both languages, simply because that is convenient and efficient, I believe.

Relative clauses in Chinese don't follow the English pattern though.

That is the dog [that bit me].
这是那条[咬我的]狗。(Just stick the relative clause content in front of the noun)

I don't know why we moved.
我不晓得我们为什么搬家。
I don't know how that machine works.
我不知道那台机器怎么运作。
I know where she lives.
我不知道她住在哪里。
I don't know what she does for a living.
我不知道她靠什么生活。
I don't know who she married.
我不知道她和谁结的婚。