The expressions "this one" and "that one" are probably the most basic way of distinguishing between two things, such as two different types of saxophone:
Le saxophone alto, celui-ci, et le saxophone ténor. C'est celui-là.
The alto saxophone, this one, and the tenor saxophone. That's that one.
Cap. 5, Alex Terrier: Le saxophone - Part 1
As you can see, the French equivalents of these terms have two different components: the word before the hyphen and the word after the hyphen. In this example, celui is the masculine singular demonstrative pronoun referring to le saxophone. Ci and là mean "here" and "there," respectively, but when added as a suffix to celui, they mean "this" and "that." An easy way to remember this distinction is to remember that there is an i in both ci and "this," and an a in both là (note the accent) and "that."
The demonstrative pronoun changes depending on the number and gender of the word it refers to. Its other forms are celle (feminine singular), ceux (masculine plural), and celles (feminine plural):
Elle prendra place dans une collection comme celle-ci à l'Assemblée Nationale.
She will take her place in a collection like this one at the National Assembly.
Cap. 26, Le Journal: Marianne
Donc, tous ceux-là, ce sont des thés verts.
So all those are green teas.
Cap. 16, Joanna: Torréfaction du faubourg
Et dans chacune des batteries, on a cent deux cellules comme celles-ci.
And in each of the batteries, we have one hundred and two cells like these.
Cap. 54, Bateau sport 100% électrique: Le Nautique 196 E
As you can see from the last two examples, the plural forms of these expressions are best translated as simply "these" and "those."
In more formal language, celui-là/celle-là means "the former," while celui-ci/celle-ci means "the latter":
J'ai un frère et une sœur. Celui-là est professeur et celle-ci est avocate.
I have one brother and one sister. The former is a teacher and the latter is a lawyer.
Ci and là can also be attached to nouns as a more demonstrative way of saying "this" and "that," but only when the noun is already preceded by a demonstrative adjective (ce/cet/cette/ces):
Le courant apparemment remonte un petit peu par ce côté-là.
The current apparently goes up a little bit on that side.
Cap. 9, À la plage avec Lionel: La plage
Je préfère ces photographies-ci.
I prefer these photographs.
If someone were asking your opinion on a collection of photographs, you could also just point to the ones you like and say, Je préfère celles-ci (I prefer these) or, Je préfère celles-là (I prefer those).
There are even more uses of celui/celle/ceux/celles that we'll save for another lesson. C'est tout pour cette leçon-ci (That's all for this lesson)!