I can see that this could be confusing for someone learning the language.
In English, in a declarative sentence, we normally put subject - verb - object.
You are making noise.
Sally shut the door.
In a question, we normally put interrogative pronoun - helping verb - subject - primary verb - object. By "helping verb" here I mean "is", "are", "did", etc. By "primary verb" I mean the word describing the action you are asking about.
Why are you making noise?
Who is making noise?
Where did Bob go?
There may not be a primary verb if the question is about existence or identity.
Who is at the door?
What is the reason?
Do from is an ‘Indianism’, so use of this phrase must be referred to speakers of that dialect.
In Standard English† we use at with the verb do; the preposition phrase names the place where the work was performed:
I did my doctorate at the University of Wisconsin.
He did an internship at Microsoft.
We use from in this context with receive; the preposition phrase names the entity which conferred the gift:
I received my doctorate from the University of Wisconsin.
In ordinary speech, however, we use the verb get, which may take either preposition phrase (though at is probably more common)
I got my bachelors at Vanderbilt.
I got my bachelors from Vanderbilt.
With do we use at;
In a question, no preposition at all is needed, whichever verb you use:
Where did you do your bachelors?
Where did you get your bachelors?
Where did you receive your bachelors?
†By “Standard English” I mean English usage which will pass unnoticed with any educated native speaker—appropriate to its register and not dialectal, foreign, antiquated, or precious.
Best Answer
You can use both, they have slightly different meanings. But your sentences aren't quite grammatical or natural-sounding.
This means that the speaker is aware that the listener has a choice of shoes, and that the listener should choose the pair that is most comfortable.
This means that the speaker is merely instructing the listener to wear comfortable shoes, without being aware of whether the listener actually owns shoes that fit that description or not.
In this usage, "whichever" implies a choice, "which" is a descriptor.