The word "ذلك" (dhalika) is an اسم إشارة (demonstrative pronoun), meaning "that" in English. It is used to point to a distant masculine singular noun.
Arabic demonstrative pronouns are divided by distance and gender:
هذا (this - masculine, near)
هذه (this - feminine, near)
ذلك (that - masculine, far)
تلك (that - feminine, far)
The word ذلك is composed of ذا (the demonstrative base) + لـ (indicating distance) + ك (the addressee particle). It is not an interrogative noun (اسم استفهام) like من or ما, not a relative pronoun (اسم موصول) like الذي or التي, and not an adverb of place (ظرف مكان) like فوق or تحت.