Instead of saying “the wheat bread,” saying “that wheat bread” is more specific. The speaker, using “that,” points out one kind of bread, and not others.  In fact, when we point at something with a finger, we usually say “that (thing).” In this case, the speaker can’t see the bread, but using “that” shows that the speaker and listener both know this specific brand of bread. Here’s another example:

Look at that puppy over there!

You can also include a clause after “that __”:

Do you know that guy who’s always outside the library?

Did you find that book you were looking for?