how to form it?

[adele Qulipour]

which sentence is correct?
why should have they done that?
why they should have done that?
and please tell me what is the rule to form a question in such a situation?

 

[Anglika]

Which sentence is correct?

Neither

Why should have they done that?
Why should they have done that?

Why they should have done that? As a direct question it is not correct, but as an indirect question it is: Can you tell me why they should have done that?

and please tell me what is the rule to form a question in such a situation?

.