HERE means “at this location.” THERE means “at that location.” WHERE is either used in questions (“at what location?) or in an indefinite sense (“at whatever location”). Examples: It’s here. It’s there. Where is it? It’s where you put it.
HITHER, THITHER, and WHITHER imply motion toward a location. “Come hither” means to move toward the speaker. “Thither” means toward another location. “Whither” either asks TO WHERE one is going (“Whither do you wander?”) or is used in an indefinite sense (“Whither your road takes you.”)
HENCE, THENCE, and WHENCE imply motion away from a location. “Get thee hence” means “go away (from here).” “Thence” means away from some other location (not the speaker’s current location). “Whence” is used either in questions or in an indefinite sense. Thus, one can say, “the place from which I came” or “the place whence I came,” but “the place from whence” is redundant.
Location can sometimes be metaphorical. The word “hence” can be used in logic, meaning “from here, the next obvious step is the following.” These location-words combine with various prepositions and adverbs to give us many useful words, such as the following.
Hereat, Thereat, Whereat
Herein, Therein, Wherein
Hereupon, Thereupon, Whereupon
Herewith, Therewith, Wherewith
Anywhere, Everywhere, Somewhere