Я не знаю, куда идёт поезд.

Breakdown of Я не знаю, куда идёт поезд.

я
I
не
not
идти
to go
поезд
the train
знать
to know
куда
where
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Questions & Answers about Я не знаю, куда идёт поезд.

Why use куда instead of где?
куда asks “to where” (direction or destination). где asks “where” in the sense of a static location. In our sentence the train is moving toward some place, so we need куда.
Why isn’t there a conjunction like что or the particle ли after не знаю?
In Russian indirect questions introduced by a question word (куда, когда, почему etc.) you drop что/ли and go straight to the question word. So Я не знаю куда идёт поезд is correct (with a comma before куда, see below).
Why is the verb идёт used for a train? Shouldn’t it be едет?
Both идти and ехать mean “to go,” but ехать is for wheeled transport in motion, and идти literally means “to go on foot.” In timetables or announcements Russians traditionally say поезд идёт (the train “goes”) even though it moves on rails. Informally you might also hear поезд едет, but идёт is very common in this context.
What case is поезд, and why isn’t there a preposition?
поезд is in the nominative case as the subject of the verb идёт. Since идти is intransitive (“to go”), it doesn’t take a direct object or preposition here. The structure is Subject–Verb–(Optional Direction/Place), not Subject–Verb–Object.
Could I change the word order? For example, say Я не знаю, поезд куда идёт?
Yes. Russian word order is flexible. Я не знаю, поезд куда идёт is grammatical, though somewhat marked. Placing поезд earlier may emphasize “the train” specifically. The neutral order is …не знаю, куда идёт поезд.
Why is there a comma before куда?
The comma signals the start of a subordinate clause introduced by the interrogative word куда. In Russian you separate the main clause (Я не знаю) and the subordinate clause (куда идёт поезд) with a comma.
What part of speech is куда? Does it decline?
куда is an interrogative adverb (not a noun), so it doesn’t decline like a noun. It always looks the same and specifically asks for direction.
Where is the stress in идёт and поезд?
Stress falls on the second syllable of each word: и-дё́т and по́езд.