English native speakers differ on this. Some think they're interchangeable, others don't. They're different things in Swedish so for the purposes of this course, we ask you to translate jacka as 'jacket' and rock as 'coat'. For jacka, think of things like jeans jacket, leather jacket, bomber jacket, and for rock, think of trenchcoat or overcoat. (image google those words to get a feel for the difference).
It might depend what English-speaking country you're in, but in Australia usually a coat is something more formal and goes further down the waist and probably has buttons. A jacket is usually a zip-up and doesn't go below the waist. It may or may not have a hood. A hoodie always has a hood (of course) and is less formal (both to wear and by name!)
Being from California, I'd say it depends on your location. Given our San Francisco area is 68 degrees essentially year round, people don't have "winter coats" at all, so jacket and coat can be equivalent. However, I would never say, "the dog/cat is shedding its winter jacket." Or, in re paint, it's one coat of paint. Oh dear... words!!!
To me, a jacket is something easily grabbed, worn and removed. A coat is heavy duty, for serious weather, and likely long, to cover most of me. Like a raincoat, which must cover from head to at least below the ... um.. derriere ;-)
this is den här/det här or denna/detta in Swedish, and that is den där/det där. This is used for objects closer at hand, and that for objects farther away. In this course, we accept the translation that for the formal subject det, since they use that more often in English than we use det där in Swedish. We feel that in some cases, the Swedish formal subject really does mean the same as that, although we could have said det där if we had really wanted to be clear that was what we meant. However, we don't accept the translation this, since we feel that if we would have wanted to say This is your coat, we would definitely have said Det här är din rock (or Detta är din rock, the choice between the two is just a matter of taste).