'Direct measurement' refers to measuring exactly the thing that you are looking to measure, while 'indirect measurement' means that you're measuring something by measuring something else.
For example of direct measurement is weight, distance, and so on. Therefore, if I want to measure how long a piece of wood, I just measure it.
However, let say if I want to find out about something that is a little harder to measure like how quickly the wind is blowing. I may not be able to measure the wind's actual speed, but if I had a windmill, I could measure how much power the windmill is making. Then, using this information, I could work backwards to figure out how fast the wind must be. This would be an example where I have to measure something 'indirectly.'