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?