Between the years of 1905-1918? Were the countries of Moldova and Ukraine part of the Russian Federation? Or were they their own independent state / country.?
No. They were not part of the Russian Federation. The Russian Federation did not exist at the time, it has only existed since 1991. Between 1905-1917, Ukraine and Moldova were part of the Russian Empire, with the exception of what now is western Ukraine, which belonged to Austro-Hungarian empire at the time.
After 1917, the situation becomes more complicated as the area got involved in the mess that is the Russian civil war. During the course of the war, Ukraine would be controlled by several warring groups until being conquered by the Bolsheviks and eventually becoming part of the Soviet Union. Several groups within Ukraine did try to gain independence, but none of them were ever recognised or successful.
Moldova meanwhile became a part of Romania (with the exception of Transdnistria, which was created by the Soviet Union from former Ukrainian territory). This unification with Romania lasted until 1940, when the Soviets took over control. Moldova then remained part of the Soviet Union until 1991 (with the exception of a few years during World War 2, when Romania re-took control).