I thought that a "Do" word was used whenever an action takes place.
I didn't see any action performed in any form, he is just asking a question.
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Do is not only used as an action verb, but also as an auxiliary verb. Which means, used together with other verbs as know, like, think etc. For example:
I don't know the answer.
I don't like pizza.
I used don't in the examples because in a positive statement, do is usually omitted:
I know the answer.
I like pizza.
Do is only used in these statements, when you want to emphasize the fact. I do like pizza, actually.
Do is also used in asking questions:
Do you like pizza?
Do you know which was Shakespeare's first play?
So using do in questions is perfectly fine.
In the question you cited, the only difference is that the asker didn't know the name of the road structure, so couldn't ask "Do you call this elevated road structure an overpass?" Instead, they asked "What do you call...".