"¿Sabes de qué están hechos?"
Traducción:Do you know what they are made of?
because you put "are" in the wrong place... should be "they are" not "are they"
In that case "Where are you from" and "What are you doing" would be wrong, can you tell us what's the difference please?
In those case you're not using the auxiliar "Do" as in the previous example. That's the diference.