(a) I know which book Roy sent to me belongs to Tomy.
(b) I know the book that Roy sent to me belongs to Tomy.
Syntax aside, there's a semantic difference between these two. "Which" is selective, which means that it presupposes that there are several options that one can pick. So in (a), it is implied that there is more than one book that Roy sent to you but only one of them belongs to Tomy. In (b), on the other hand, there's no such presupposition. The interpretation is that there's only one book and that book belongs to Tomy.
Syntactically, in (a), "which book Roy sent to me" is not a fused-relative construction (also known as a noun clause in traditional grammar); it is a subordinate interrogative. (See this discussion on ELU for fused relative vs. subordinate interrogative.) In (b), as you correctly observe, "that Roy sent to me" is a relative clause (also known as an adjective clause in traditional grammar).