"Do you understand Klingon?"
Translation:tlhIngan Hol Dayaj'a'?
Yes and no. That is one way to translate it. Keep in mind that the Klingon sentence structure puts the object ahead of the verb and subject. English goes the other way. So as mizinamo was pointing out, the natural way a Klingon would say it and the natural way an English speaker would say it, should match up.
The sentences are entered correctly, but that particular exercise seems to pull the sentences from different places and recapitalize them. It's a known problem and Duolingo is working on finding a fix. The contributors cannot do anything about it and hopefully Duolingo will find the fix soon so it will work properly.