Indirect statement are very common in latin literature, especially prose, and they are essential to master before taking your exams. An indirect statement is a statement which is being reported by someone else, for example "The guards said that the Romans are coming". It differs from an direct statement which is "The Romans are coming", the quoted words of the speaker. In English we use the word 'that' to create an indirect statement. In Latin there is no such word. Instead the subject of the direct statement becomes accusative and the verb infinitive. For these reason the construction is commonly referred to as accusative and infinitive. To spot indirect statements look out for verbs of speaking and announcing (dico, narro, nuntio) as well as thinking and knowing (scio, credo, sentio), followed by an accusative and an infinitive. Hope that helps!