Почему нельзя так: Do you know where is our compartment?
Because "... where our compartment is?" is an indirect question and its word order is different from the word order of a direct question (e.g., "Where is our compartment?").
Brits hardly use such a word order. Answer still should have been accepted (with an asterisk, if someone feel, that it makes the cardinal change to the meaning of the question)
Thank you. This information is very useful for my english!