HinKhoj Dictionary

THEIR shows ownership.
E.g That is their house. (यह उनका घर है।)

THERE refers to a place.
This house is over there. (यह घर वहाँ पर है।)

THEY’RE is a contraction for THEY ARE.
They’re going to the park. (वे पार्क जा रहे हैं।)