If someone asks you, "Whose bags are these?" , you have a choice of saying "These, They or Those" as your initial word. These and those are "positional" choices; use "these" if the bags are close to you and "those" if they are further away. You could also use "those" if they are close, but you wouldn't use "these" if they are far. "They" can be used at any distance and is probably the easiest answer since the bags have already been identified and your distance to them is not relevant (and you can see that I have used "they" throughout my explanation as it is more universal).
Similarly, "This, That and It" are a set of words that work exactly like "These, Those and They". "This and These",, "That and Those" and "It and They" work the same way. The only difference is "this, that and it" are singular and "these, those and they" are plural.