Generally speaking, only the first verb in each clause is finite:
They knew what it meant.
Here, know is the finite verb. It changes form to agree with the subject (I know, she knows) and to indicate tense (They know, they knew).
To turn this into a question, we need to apply Subject-Auxiliary Inversion. But to do that, we need an auxiliary, so we add the dummy auxiliary do:
They did know what it meant.
Did they know what it meant? ← did and they are inverted
Now do is the finite verb. It changes form to agree with the subject (I do, she does) and to indicate tense (They do, they did). The second verb, know, is non-finite and does not change form.
*Did they knew has two finite verbs and is ungrammatical.
An open question is one that has many possible answers: subject or object questions are examples of this, as the there are multiple possibilities.
A closed question requires a yes or no answer.
Closed questions in the past simple are usually asked using **did*.
Did you break it?
I hadn't thought about it before, but I think that you have identified a pattern, in that we also use did for object questions, presumably so that the object pronoun can be moved to the start of the sentence.
Best Answer
Yes, in such questions you should use the verb do. Note that after do you should use the bare form of the verb: find, not found. The verb do carries the Past Tense, being transformed into did, so there's no need for find to carry the Past Tense too. The two verbs work together, after all.
If you put this question into the Present Perfect, for example, you would need to use have:
Both do and have are "auxiliary verbs".
If you have a statement
..and you want to transform it into a question, then you have your auxiliary verb ready: it's have:
But if you have a statement
There's no auxiliary verb in it. But to pose a question you need an auxiliary verb! What to do? You have to use do. This is called "do-support":
So it all depends on whether there's an auxiliary verb of some kind in the statement you want to transform into a question. If there's no such verb, use do.
But there's an exception: in some questions, there's no need for an auxiliary verb:
It's because the pronoun who serves as the subject of sentence 1, and the question words "how many" in sentence 2 refer to the subject of that sentence, which is people.
P.S. The clause
Will not work as a question. It might be included into some sentence, like this: