To explain the use of the words you ask about I'll use examples.
But first I'll tell you this is a singular demonstrative pronoun used when something is close to you.Which is demonstrative too.
For instance, when you're introducing someone you say "this is Ahmed " (contrast it with "that", used when something is far) You are shopping for something, a red tie is next to you and a black one is far. If you point at the red one, you should say "this". If you want the black one you should say "that". "Which" is used by the shop assistant when you're asking for a tie but you don't describe it. S/he may ask: Which one do you want, the red one or the black one. Besides, you can use Which in plural. No further questions?