Hello. You didn't show which words are underlined, so I'll give you the grammatical name and function of all of them.
What: Pronoun. It has the function of referring to or replacing a noun, representing something, which does not have a specific name, but which needs to be represented in the sentence. The pronoun is a variable word.
To do: Verb. It has the function of representing an action, an activity that will be performed by something or someone.
Is: Verb. It has the ability to represent a state or occurrence.
Problem: Noun. It has the function of naming something or someone.