The man says (that) the tickets are in his pocket.
这个是直接引语变间接引语,你第一句应该少了引号的吧。that引导的从句作动词says的宾语,所以是宾语从句,that可以省略,另外注意一下时态的问题,主句says用一般现在时,那从句也是了 。
the tickets are in his pocket。 这个是直接引语该为间接引语,前后时态一致
The man says( that ) the tickets are in his pocket.
that 可省