They are the plural forms of "this" and "that." They are closely related to the words "here" and "there."
"This," "these," and "here" carry the idea of "nearby," or "the main things we are talking about now." "That," "those," and "there" carry the idea of "further away," or "something we are going to be arriving at or talking about a little later."
For example, right now I am sitting at a Mac. There is a screen connected to it. In the other room, there is a Windows computer, with its own screen.
I am using this Mac.
This Mac is here.
This screen is 1600x900 pixels.
These devices are mine. (We use "these" instead of "this" because there are two devices.)
My wife is using that Windows computer.
That Windows computer is there.
That screen is 1920×1200 pixels.
Those devices are hers.
Here's an example of "these" and "those" that doesn't refer to space. English teacher might say, "Today, we have been talking about the simple present, simple past, and simple future. These are basic tenses, and usually consist of a single word. Tomorrow, we will discuss the progressive and perfect tenses. Those are compound tenses that are made up of two or three words."