What is the difference between deixis and anaphora?

In anaphora, the referent is an element of the current discourse itself, whereas in deixis, the referent is outside the discourse in its spatiotemporal surroundings. This difference between the lexical and the physical has traditionally led to distinct theoretical treatments of such referents.

What is an example of deixis?

For example, if you would ask a visiting exchange student, "Have you been in this country long?" the words this country and you are the deictic expressions, as they refer to the country where the conversation happens and the person being addressed in the conversation, respectively.