As a demonstrative pronoun, "this" refers to a singular item that is in the immediate vicinity of the speaker. Using it as a adjective means that the speaker wants to describe something relative to something nearby. A few example might include, "Tie the knot like this (it is assumed that the speaker would be actively tying a knot while speaking)." or "Paint your picture using red, as in this painting."
The demonstrative pronoun "these" is the same as "this" only is refers to multiple items in a vicinity. For example, one might say "Back in my home town, we don't have frogs like these."
The demonstrative adjective "that" refers to something outside of the speakers realm of space or time. For example, a friend might remark "I hope to buy a car like that blue one over there," or "That way is the wrong way."
"Those" relates to the demonstrative adjective "that," in the same way "these" relates to "this." It is used to refer to a plural noun or pronoun outside of the speaker's relative space or time. One could say, "My problems are not like those problems experienced by early settlers." One can also see the the comparison of time and space in a different pronouns in the statement, "These kids are better behaved than those last week." In this instance, "these" refers to kids in the immediate vicinity at that moment. "These" kids are being compared to another group of kids ("those") who were in the same situation a week ago.