You can use celui or celle in order to refer to an individual when you don’t know the identity. For instance, imagine that someone has answered to a phone call :

• If a woman has answered, you’d refer to “celle qui a répondu à l’appel téléphonique”
• If a man has answered, you’d refer to “celui qui a répondu à l’appel téléphonique”

You can use celui or celle to speak about an individual whose identity doesn’t matter. It is often used in moto, for instance (with the plural form of celui) “Ceux qui ne prennent aucun risque n’obtiennent rien”. That you can translate by “people (in general) taking no risk gain nothing”. Or “C’est celui qui dit qui est”. That you can translate by “the individual speaking is accountable” or litteraly “the one speaking (the individual speaking about something / a bad action) is (actually) the one who is”

But you can use celui or celle with the adverb “ci” in order to designate in a set of people, animals or things the one who is the closest to you. In opposition to the the adverb “là” that designate who or what is the farest. For example “Celui-ci est plus grand que celui-là”.

The form celui-ci or celle-ci can designate the individual, animal or thing that is following your speak. For instance “Parmi tous ces livres, je vous recommande cellui-ci”. That you can translate by “Among all these books, I recommend this one”.

I you’ve followed me so far, you understand that celui-là or celle-là can designate the individual, animal or thing that is preceding your speak. For instance “Celui-là même m’a insulté”. That you can translate by “This very individual has insulted me”.

Rarely celui-là, can mean “the individual who”. e.g. “Celui-là qui ne veut pas aimer ne sera pas aimé” = “The individual who doesn’t want to love won’t be loved.”