I think you may mixed up "az" [definite article] and "az" [=that]. They are exactly the same in writing and when pronounced but they are two, different and unrelated words. To point out something in Hungarian, you need the definite article to clarify that you refer to a certain object and not something in general. In that situation you will want to use "az" when referring to something that is close to you: Ez az alma (This is [the] apple) vs Ez alma [és nem körte] (This is apple [and not pear]).
If I misunderstood your problem please give me a sample sentence to give you more reasonable help ;)
"Ezek" is these; "azok" is those. Keep in mind that they may be followed by "az" if the definite article is still needed.
My understanding is that "az" is a definite article and "azok" is those. In the "Ezek autók"-excercise there was discussion about what "Ezek az autók" means - What I gather is that "az" and "azok" would be interchangeable only in sentences where "the" and "those" are too:
"we ride those cars" vs "we ride the cars" (when everone knows of which cars we speak)
If my earlier reply decides to show up here, scratch that:
"az" means those (when its not the definite article) but it also takes the suffix that the word it refers to takes. In this case I suppose the question word "mik" has the plural ending which takes the form "-ok" because of vocal harmony.