If you enjoy "freedom of speech," you can say whatever you like, without fear of prosecution. (Within limits, actually. You can't say "I'm carrying a bomb" while on an airplane, but you could say "The president is a bum.") It gives you the freedom to speak whatever is on your mind.
If you enjoy Freedom FROM something, you do not have to worry about that thing having a bad effect on you. "Freedom from want" means that you do not suffer deprivation. "Freedom from unreasonable search" means that you can't be stopped and searched for no reason.
This: I'm holding it, or it's right in front of me.
That: I'm pointing to it, or if's further away.