It's allowed, but mostly inadvisable.
The times it is most allowable are:
You have a series of related questions:
Do you know what he was called? where he was from? who his people are?
Expressing uncertainty within a sentence:
This feeling, this anger? rage? fury? I am over-whelmed.
You are living in the 18th Century. (It used to be more common than now).
It can be confusing though. It's often a good idea to rephrase, especially in formal text because of this potential for confusion. I could easily rephrase my first example just by capitalising. Your example questions can be simply broken into sentences such as:
Can you explain this to me? I don't understand the second part.
Or expressed as a single question with a subordinate clause:
Can you explain this to me, because I don't understand the second part?
I don't understand the second part; can you explain this to me?
My second example can't be re-ordered without losing the effect. This effect would only be suitable in some sort of writing anyway, and the choice is between keeping the risk of confusion, or losing the effect.
(And as for the spaces: Two spaces if you are writing on a manual typewriter something that you intend to be typeset professionally if published. One for all other writing. Typesetting, graphic use of text, and other cases where you're going to pay attention to the weight, block-size, kerning, extender-size relative to leading, etc. would include spacing in a variety of different cases as part of those considerations, but usually would be a space slightly larger than a "single space").