He killed a bird. (Passive) 

= A bird was killed by him.

He knows swim.

= He knows how to swim.

He leads a most unhappy life.

He made me do the work. (Passive) = I was made to do the work by him

I am often written by him.

He presided over the meeting.

He presided at the meeting.

He ran away having taken the money.

He remarked, "Two and two makes four". = He remarked that two and two makes four.

He reposed to the bed. = He reposed.

The indirect speech of the given sentence is: He exclaimed with sorrow that he was undone.

He said, "I came home yesterday". = He said that he had come home the previous day.

He said, "I shall go to Delhi tomorrow" = He said that he would go to Delhi the day before.

He said, that he had done the work. = He said, "he did the work"

He said a story. = He told a story.