The difference between there and their is that there is used as an adverb or an adjective to refer to a place that is not here, while their is a possessive pronoun that is used to refer to something owned by or associated with a person or group previously mentioned.
There is typically used to refer to a place or location that is not here. For example, "I'm going there tomorrow."
Their is a possessive pronoun that is used to refer to something owned by or associated with a person or group previously mentioned. For example, "They brought their own snacks."
The difference between there and their can also be seen in the spelling. There is spelled with an e at the end, while their is spelled with an i and an e at the end.
In summary, there is used to refer to a place or location that is not here, while their is a possessive pronoun used to refer to something owned by or associated with a person or group previously mentioned.