Normally, an essay or report will not contain many regular direct questions, since you are writing it to present information or to make an argument. There is, however, a special type of direct question called a rhetorical question -- that is, a question which you do not actually expect the reader to answer:

Why did the War of 1812 take place? Some scholars argue that it was simply a land-grab by the Americans ...

If you do not overuse them, rhetorical questions can be a very effective way to introduce new topics or problems in the course of a paper; if you use them too often, however, you may sound patronising and/or too much like a professor giving a mediocre lecture.