what exactly do they do? and do they ALWAYS have to follow a noun?
Yes, they always precede a noun in the English language. Demonstrative pronouns, on the other hand, do not modify; they co-occur with an anaphoric (another noun with the same referent in the linguistic context)/deictic (...in the extra-linguistic context) referent. Their function is to indicate which entities a speaker refers to, and to distinguish those entities from others.