The correct indirect form of the given sentence is:

Sitab requested Madam to watch the program on our folk songs.

The other options are incorrect:

• Sitab says Madam is watching the program on our folk songs. This is incorrect because the reported speech is a statement, not a request.
• Sitab requests Madam to watch that program on their folk songs. This is incorrect because the speaker and Madam are from the same community.
• Sitab asks Madam have you watched the program on their folk songs. This is incorrect because the reported speech is a question, not a request.
• Sitab said to Madam to watch the program on our folk songs. This is incorrect because the reporting verb is "said to", which is used for giving commands, not requests.