I'm beginning to study french and I have a very basic doubt: how to say "that" in french. I don't mean cette, ce or ça. For example:

• I think that all the girls in Montreal are pretty
• Je pense que toutes les femmes de Montréal sont très belles.

I understand that it is "que", but reading sometimes I see "Qui". Is there some rule to apply it?

Thanks in advance.