This and these are used to refer to people or things that are close to us, and that and those are used to talk about people or things that are not near to us.
- Look at this photo of the sun rising.
- I'll speak to that policeman over there.
This and these are used for an action that is still going on. We use that and those to say about things that are finished.
- Why are you telling me all this?
- Listen to these voices, and tell me who they belong to.
- Let's play that piece of music again.
- Those strange noises came from the roof.
This/these is used for introduction and that/those for identification.
- This is my best friend Colonel Sanders.
- These are my twin brothers Laurel and Hardy.
- That dog is a German shepherd.
- Those that are flying around at night are a species of bat.
This, that, these and those can be used without adding nouns if the meaning is clear.
- I hate this.
- Stop pushing these.
- Look at that.
- Those were tricky.