The word[s] "that" is a pronoun in sentence (1); a conjunction in sentence (2); a relative pronoun in sentence (3); a demonstrative determiner in sentence (4); and an adverb in sentence (5).
(1) Is that your bike?
(2) We know that you did it./We're sure that he did it/The idea that you would think such a thing shocks me.
(3) This is the house that Jack built.
(4) That dog is mean.
(5) I can't run that fast.