In both pieces of legislation direct discrimination is understood to be an action which can be judged to have been taken purely as a result of an individual's sex or marital status.
An example of direct discrimination covered by the Sex Discrimination Act would be an obvious and clear decision by an employer not to employ you as a woman for a certain job purely because you are a woman (or purely because you have children), provided that the employer was prepared to employ any man (or any woman without children) for that job.
An example in relation to the Equal Pay Act would be some very obvious act of unequal treatment, such as paying a man a higher rate for a job than a woman colleague in the same job and at the same grade, even though both had equal abilities, length of service, experience, etc.
This covers a wide range of situations, from only slightly disguised forms of direct discrimination to much more subtle mechanisms which it is all too easy to overlook. For example, a claim might be made that a woman should be paid less, or not be given a job, on the grounds of some spurious and unnecessary requirement which only a man could comply with, even though this was not necessary for the job (e.g. being able to carry a 40kg weight from a basement up several flights of stairs, when the need to do this did not ever arise in practice in that particular job).
At a more subtle level, a woman might appear to have absolutely equal pay and opportunities in every level within an organization and still be discriminated against. The organization could still effectively bar her employment at a particular level. One way of doing this would be to make attendance on a certain training course a prerequisite of promotion to the level and then to ensure that only male members of staff were selected for the course. On an equally subtle level an employer may, in advertisements, specify an age range such as 25-34 for a job; he knows that many members of the female workforce will be unavailable for work between those ages because they are taking career breaks to bring up children.
The Sex Discrimination Act and the Equal Pay Act are technically separate pieces of legislation, but they inevitably interrelate. Employing women in the same or similar jobs as men but restricting them to the lower paid jobs is sex discrimination on economic grounds, just as not employing women at all is.
It will be obvious that there is a considerable variety of ways in which women may be able to claim discrimination in pay and job selection. Some employers have devised quite bizarre routes to get round the law and industrial tribunals have generally upheld the rights of women involved in these situations.