In linguistics, an interrogative word is a function word used to introduce an interrogative clause. Interrogative words are also called wh-words because in English, most of them start with wh-. In English, they introduce several kinds of clauses: most questions (Where is he going?), interrogative content clauses (I wonder where he's going), certain relative clauses (The country where he was born), and certain adverb clauses (I go where he goes). These uses are all found in various other languages as well.
See more at Wikipedia.org...