Sofi, your use of "in that case" is correct. You could say "in this case" if you're, say, describing various possible situations. "It's out of context" could make sense, but I think I'd more frequently hear something like "It was taken out of context." "Put me in context" is not something I've ever heard. If you're telling someone to tell you the full context of something, you might say "In what context?" or a question like that. You might more often hear "To put it in context, ..." as a lead into an explanation of how the topic fits into a broader topic.

Hello, Maggie. Thank you for answering me. I would like to know if you use the next phrase "In this case". Examples: "In this case, the thing is different" Or maybe this phrase, which has a little different meaning "In that case". For example: In that case, I would tell you that you should do it.

I would say "It's out of context" is more common. But each of those sentence are doing two different things. "It's out of context" is a declarative sentence that states a fact. "Put me in context" is a imperative statement/command. Because of their differences, neither can be substituted for the other. Does that make sense? Let me know if you have more questions.