A direct object pronoun is used after a subject and a verb in a sentence, conveying who/what is carrying out the action portrayed.
i.e Anna was eating the cookies.
In this sentence, "Anna" is the subject, "eating" is the verb, "cookies" is the direct object.
On the other hand, an indirect object highlights to/for whom the action is done, and who receives the direct object.
i.e Anna was eating the cookies for Matt.
Again, "Anna" is the subject, "eating" is the verb, "cookies" is the direct object and "Matt" is the indirect object.