Ответ:

1.) He said (that) he was going to the train station to pick up Chloe.
2.) They told her (that) they had never travelled by plane before.

3.) Olivia said (that) they had baked a cake for Sarah.

4.) They said (that) they had gone to the theatre last week.

5.) Mum told me (that) I needed to finish my homework before my piano lesson.

6.) The technician said to them (that) he would set up their Internet connection tomorrow.