「」。
She said to me, 'Please open the window.'
Literal
She [topic-は] me [to-に] 「window [object-を] open [polite-request-てください]」 [quotative-と] said.
A direct quotation, marked by Japanese 「」 quote brackets and the quotative particle と before 言う. Direct quotation preserves the exact words — including their politeness level — so the embedded ~てください survives intact. The alternative indirect form ~ように言う would discard the ~てください layer and just report the gist of the request. Direct quotation is preferred when the exact wording matters (legal, journalistic, or storytelling contexts) or when the politeness register itself is informative.