Here are the answers:
1. Frank said that he was very happy and that he had bought a very good bicycle.
2. Mary said that she would not go to the party the next day because she didn’t feel well.
3. Walter said that they had seen a lot of places of interest when they had been travelling around Europe the previous summer.
4. He said that he studied at Moscow University.
5. Ann asked me if I was going to leave St. Petersburg the next day.