Translation:He gave me instructions to do the work.
Again one of those moments I feel like I'm learning English...but, To my knowledge, the correct answer seems wrong. "Work" is used for something general, while "job" is for something specific. When you put "the" in front of "work" it becomes specific, so "job" would be the correct word to use (correct me if I'm wrong). I used "He gave me instructions to do the job." I reported this one, but in case I'm wrong feel free to correct.
The verb dar is indeed transitive direct and indirect, but there is something to be said:
You give / something (direct) / to someone (indirect)
The direct object (the given thing) is "instruções para fazer o trabalho"
The indirect object (the receiver) is me (he gave "to me").
Here, "para fazer o trabalho" is related to "instruções" not to the verb. Then it's not an object, it is a nominal complement sentence.
Nominal compliment because it completes a noun, and a sentence because it has its verb. And a subordinate sentence, because it can't stand on it's own.
But the "para" preposition is still needed, meaning "finality/goal".
Sure, my fault I gave the wrong reason for why the "para" is needed. Danmoller answer is the right one. Anyway, it is still true that nobody thinks about those rules while talking, and worse, the vast majority of brazilians do not even know that such rules exist, they just talk the way they learned. (And the ones that do know make mistakes, like I did) But I don't see Duolingo as a place for learning grammatical analysis, it is not the purpose of such a tool. They just have to do the correct translation.
I know that this is in the education section of Portuguese, but I think that work and job could both be used interchangeably. Because a job doesn't always have to be a long term thing, as in;
"I have some jobs/chores for you to do." "Can you do this job for me? It won't take long."
In English you can say, "I have to go to work," or, "I have to go to my job." There is nothing to tell us what the work is. For instance
"Ele me deu os instruções para fazer o trabalho de matemática." or "Ele me deu os instruções para fazer o trabalho na cozinha." Which to me, can be more interchangeable.
So, I don't think that there should be penalization to saying work or job.