Quoted speech in dialog (How to) ?

How do you show quoted/reported speech in a play script? Do you use quotation marks? Or maybe you don't use anything. (See below.) I can't find any examples of this in any of the plays I've read where a character is quoting someone else.
For example

JOE: She called me last week and said, (in a whiny voice) Your father is being neglected! She threatened to call the cops.