The sentence in the Direct Speech is in Future Simple Tense. Therefore, the sentence in the Indirect Speech should be in Present Conditional Tense.
Future Simple (Subject + will/shall + V1 + object) should be converted into Present Conditional (Subject + would/should + V1 +object).
For example:
He said, "I will be in Kolkata on Friday." (Direct Speech)
He said that he would be in Kolkata on Friday. (Indirect Speech)
The following thing in the sentence should change when changed from Direct speech to Indirect Speech:
Shall-Would
Among the options, the sentence that follows the rules of Indirect Speech is "He said that he would need a copy of the documents."
Hence, the correct answer is option (a).