Have a look at this conversation.
Me: Excuse me. Could you tell me where the nearest station is?
Person in the street: Certainly. It's along that road on the right.
Me: Thank you. And do you know if there's a supermarket near here?
Person in the street: Yes, there's one next to the station.
Me: Thank you very much for your help.
We use indirect questions when asking for help in the street, because they are very polite. Indirect questions start with a phrase like 'could you tell me...' or 'do you know...'.