"that" (used to introduce a clause or a phrase)

"कि"

English Usage: She said that she would come.

Hindi Usage: उसने कहा कि वह आएगी।

"in" (used to indicate a position within a space)

"में"

English Usage: The cat is in the box.

Hindi Usage: बिल्ली डिब्बे में है।

"it" (used to refer to a thing previously mentioned or easily identified)

"यह"

English Usage: It is raining outside.

Hindi Usage: बाहर बारिश हो रही है।