1. Animals give out information and show their feelings in different ways.

(What is the meaning of 'give out' here? What other expressions can we use instead of 'give out'? Is it 'distribute'?)

2. Bees dance and tell other bees where to find food.

(What is the part of speech of 'where to find food'? Is it a direct object? And is 'where' an interrogative adverb or a relative adverb?)

#1

I'd use "send out" instead of "give out" but I wouldn't use "distribute." The verb "emit" might also work, but it's less often used.

#2
The phrase "where to find food" is being used in place of a noun; yes, it is serving as the direct object. In this case, "where" is an interrogative pronoun introducing this phrase.
http://grammar.ccc.commnet.edu/grammar/pronouns1.htm#interrogative