We have four demonstrative pronouns in the English language: this, that, these, those. The first two are singular, the last two plural. Demonstrative pronouns take the place of a noun, and when you use them, make sure the antecedent is crystal clear. The antecedent can be a word, or it can be an idea expressed in the same sentence or preceding sentences. But it must be clear. This is a good rule to follow. There, in that sentence, the demonstrative pronoun this referred to the rule—it must be clear.
The words this and these refer to something close in space, time, or relationship. The words that and those refer to something more remote. The closeness can be proximity in your written piece.
When you couple one of these words with a true noun, it ceases to be a pronoun and becomes a demonstrative adjective (note the word these in the sentence you're now reading).