因为them 作为人称代词,而句子中并没有先行提到某些人,会导致指代不明.
而those 是指示代词,指“那些（人或物）”.
句子意思是：
发言人宣布发生了一个小火灾,接着指导那些最靠近门边的人先行离开.
如果把nearest the door...变为定语从句,那就更好辨别.
The speaker announced that there was a small fire and directed ( ) who were nearest the door to leave first.
显然,括号中需要填 those.