"Do you know where the Yangtze is?"
@Ryf-Reto - read the English question again. Where is NOT the interrogative in this instance.. Do you know? is the interrogative.. "Where" simply happens to be the subject of "Do you know"?
Now, "Do you know?" is a Yes/No question, and as you (hopefully) know, Yes/No questions need a 吗 or a X 不 X in the sentence construction.
Hope this helps.