Lawless English gave the following rules that will help us learn how to use their, there and they’re.

(a) Their
Their is the third person plural possessive adjective, it is used to describe something as belonging to someone (them). Their is nearly always followed by a noun.
Example: Their books are on the table.
(b) There
There has several different uses:
1. Adverb that means the opposite of “here”
Example: He’s over there
2. Pronoun that introduces a noun or clause.
Example: There is something strange going on.
3. Adjective that emphasizes which person.
Example: That guy there seems to be in trouble.
4. Noun that means “that place.”
Example: From there, we drove to Boston.
(c) They’re
They’re is the contraction of “they are” and is often followed by the present participle (verb form ending in -ing).
Example: They’re going to be late.
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