Reported speech is used very often and probably hardly ever thought about it. However, there are rules in English as well as in Spanish. If somebody wants to repeat something that somebody else has said, you can do it in written form:

Clinton said, "I did not have sex with this woman."

Nevertheless, when reporting in spoken language the use of quotation marks is not that easy. Certainly can be said something like: he said - and I quote - I did not have sex with this woman. Iin the end usually people would use the system of reported speech.

Clinton said that he had not had sex with this woman.
(Clinton said that he did not have sex with this woman.)