I have 5 of these [bottles].
 I have 5 of those [bottles].
=> The speaker omits the word 'bottles' to save time and energy.
Note, 'these' refers to many items near the speaker, whereas 'those' refers to many items not near the speaker. For example, the check-out employee might ask, "Do you have 5 of those?", because the 5 bottles of water are not close by.
 I have 5 of this [brand or kind of water]. (but, it's not the Standard)
=> The speaker omits the word 'brand' or 'kind of water'.
Note, 'brand' is singular so it takes a singular modifier; 'water' is a non-count noun, so it takes a singular modifier; e.g., this water, *these water is ungrammatical.
 I have 5 of them.
=> The speaker uses a pronoun instead of a noun. The pronoun 'them' is plural and it refers to bottles of water. It's an object pronoun. It's the object of the preposition 'of'. That's why it's not *I have 5 of they.