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This is translated as both haadhaa and hadhaa.
This (f) is translated as both haadhihi and hadhihi.
That is translated as both dhaalika and dhalika.
These is translated as both haa'ulaa'i and ha'ulaa'i.
Those is translated as both u'laa'ika and u'la'ika.

There is only a difference of the type of short vowel (either a sloping fatah or a vertical one is used). In each case, where do we use which one? Does this matter?

I personally was never taught that there was a difference; mind sending me the link to the site you found this on?

on w w w . madinaharabic . com, somewhere they have used the vertical fatah and somewhere the usually used (sloping) fatah. (remove the spaces).

mmm im still a bit confused, could you give me the direct link to what you are reading?

and please, no spaces

There's a vertical fatah (that is stressed) on haadhaa in the following page:

(the above website)/Arabic_Language_Course/Lessons/MB1_Lesson_001/MB1_L1_section_001.htm

While there is a normal (unstressed) fatah on the following page:

(above website)/Arabic_Language_Course/Lessons/MB1_Lesson_016/MB1_L16_section_002.htm

There is an alif in ulaa'ika here:

(website)/Arabic_Language_Course/Lessons/MB1_Lesson_013B/MB1_L13B_section_001.htm

while in later lessons, its just laam followed by a kaaf (with a preceeding small ayin).

Sorry, there is no issue with haa'ulaa'i

What's interesting is that hâdha is also used as pronoun. It creates a verbless sentence if followed by an indefinite word. For example:

(masc.) hâdha muHammad - This (is) Mohammad.
(fem.) hâdhi shîshah - This (is) a petrol station.
(pl.) hâdhôl maSriyyîn - These (are) Egyptians.