* Direct Object: The direct object is the thing or person that receives the action of the verb. In this sentence, the direct object is lessons. Egypt is giving something, and that something is lessons.
* Indirect Object: The indirect object is the person or thing that is indirectly affected by the verb. In this sentence, the indirect object is tourists. The lessons are given to the tourists.
To make it clearer, here's the sentence rearranged:
Egypt gives tourists (indirect object) lessons (direct object) in history.