Чтобы преобразовать прямую речь в косвенную, нужно:
Применяем эти правила к предложению:
Anthony said that he took his little sister to school every day.
Также возможен вариант без союза 'that':
Anthony said he took his little sister to school every day.
Энтони сказал, что каждый день отводит свою младшую сестру в школу.
Ответ: Anthony said (that) he took his little sister to school every day.