It's an archaic word for the most part. Of all the things that one should be concerned with when learning English, I don't think "thence" is very important at all.
thence ( P ) Pronunciation Key (thns, thns)
adv.
From that place; from there: flew to Helsinki and thence to Moscow.
From that circumstance or source; therefrom.
Archaic. From that time; thenceforth. See Usage Note at whence