Direct characterization is description that tells exactly who a character is. If the book stated directly, "Roger Chillingworth was evil," it would be an example of direct characterization.
Indirect characterization is when an author does not directly state character description, but uses other avenues to paint characters in a particular way. Such avenues include the character's thoughts, actions or reactions, words, and physical appearance. Finally, the thoughts of other characters concerning someone specific is considered indirect characterization.
If you have read most of the novel, you are aware that Roger Chillingworth is, in fact, evil. In order to complete your assignment, I encourage you to look for evidence in one or more of the above categories to show exactly this. To help you get started I'll give you a few hints:
Physical appearance: Chillingworth's hunched shoulders and rapid aging give him the appearance of something scary and therefore evil.
Actions: He vows to get revenge on the father of Pearl. He announces this plan from the beginning of the story sets his entire life purpose on this only.
Reactions of others: Hester comments more than once that she does not like "That man." It is clear that she is afraid of him. Pearl, on the other hand, though not afraid (of anything it seems) is able to point out that he is constantly with the minister and is somehow connected to death.