I think it all depends on how you use the wh-words. Sometimes they form noun clauses and other times they form interrogative sentences. Your example sentence is only an interrogative sentence. If you use a wh-word at the beginning of a sentence and it becomes a complete sentence by that clause itself with "?" at the end like your example sentence, it's not a noun clause and it is an interrogative sentence. A noun clause would be something like
A: What do you want to eat for dinner?
B: Whatever you want to eat is fine with me.
Here, the "whatever you want to eat" is working as a noun clause.
As to the noun clauses, this site might be helpful:http://www.k12reader.com/term/noun-clause/