I don't remember when was the first time I saw it
 

I don' t remember when was the last time I saw it or when the last time I saw it was?
Does it work like in Indirect questions or not really?

The second version you gave is an example of an indirect question.

If you remove the "I don't remember" part, only the first "when" clause you posted can be used as a direct question.

If I don, t remove it. Which version is the corrrect one?

When was the last time I saw it?

I don't remember when the last time I saw it was.

Thank you

You're welcome.

(We also say "I don't remember the last time I saw it," but that drifts from the lesson you're trying to teach.)