In indirect speech it is more common for the reporting clause to come first. When the reporting clause is first, we don’t put a comma between the reporting clause and the reported clause.
She told me they had left her without any money.
NOT: She told me, they had left her without any money.
If we use "that", the sentence becomes: She told me that they had left her without any money.
NOT: She told me, that they had left her without any money.
When the reporting clause comes after the reported clause, we use a comma to separate the two parts:
They had left her without any money, She told me.
My doubt: Shall we use "that" in the beginning of reported clause?
That they had left her without any money, She told me.