Attack them directly won't do anything
"Attack them directly" is a partial sentence. In this sentence, we treat that whole phrase as a subject and make a sentence from the phrase. Is it correct?
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The only serious constraint on using appropriate whole or partial sentences as subjects of other sentences is comprehension: The longer the embedded "subject" sentence, the harder the combined sentence is for hearers or readers to parse. A sentence such as
"I think therefore I am" serves as the starting point of Descartes's epistemology.
is easy to follow and doesn't break any grammatical rules that I'm aware of. But a sentence like
"The soul is presupposed as a ready-made agent, which displays such features as its acts and utterances, from which we can learn what it is, what sort of faculties and powers it possesses—all without being aware that the act and utterance of what the soul is really invests it with that character in our conception and makes it reach a higher stage of being than it explicitly had before" may capture Hegel's essential notion of the human soul, as expressed in his Philosophy of Mind, but that doesn't make it any easier to comprehend.
though still acceptable as a matter of grammar, demands a lot of patience and conceptual processing from a listener or reader. But this is a practical problem, not a grammatical one.
The OP's original example doesn't work because the embedded sentence (or partial sentence, depending on how you use it) "Attack them directly" isn't well matched to the rest of the larger sentence "won't do anything." But it's not hard to think of a sentence where "Attack them directly" makes perfect sense as the subject of a larger sentence. For example:
"Attack them directly" won't work as a military strategy when you're outnumbered a thousand to one.
Here the sentence "Attack them directly" acts as the subject of of the larger sentence, and the quotation marks signal to the reader that the entire quoted sentence is functioning in this way.