None of those are an idiom, the phrases do not mean anything more than what the words literally say.
If you don't know which pronoun to choose, Google provides some good definitions to help:
To know that
used to identify a specific person or thing observed by the speaker.
referring to the more distant of two things near to the speaker (the other, if specified, being identified by “this”).
referring to a specific thing previously mentioned (NOT just mentioned), known, or understood.
used in singling out someone or something and ascribing a distinctive feature to them.
used to introduce a defining or restrictive clause, especially one essential to identification (Use that if a clause follows, i.e. To know that he was still out there was shocking.)
To know this
used to identify a specific person or thing close at hand or being indicated or experienced.
referring to the nearer of two things close to the speaker (the other, if specified, being identified by “that”).
referring to a specific thing or situation just mentioned.
To know it
It is a general neuter, non-personal pronoun in English that doesn't relate to things previously mentioned in earlier context or conversation like this or that. If no earlier context or conversation exists, it would be used.
So the right pronoun depends on what you are knowing and how it relates to previous conversation or context.