Demonstratives, this, that, these and those, are used to point to people and things. They are used as determiners and pronouns.
https://learnenglish.britishcouncil.org/en/english-grammar/pronouns/that-these-and-those http://dictionary.cambridge.org/grammar/british-grammar/determiners/this-that-these-those
Interrogative pronouns are used to ask questions.
http://dictionary.cambridge.org/grammar/british-grammar/pronouns/questions-interrogative-pronouns-what-who https://learnenglish.britishcouncil.org/en/english-grammar/determiners-and-quantifiers/interrogative-determiners-which-and-what