These are NOT declinations but in fact separate words, although i understand that - given their usage - they are closely related to certain ''Kasus''.
da
means "here", in a static sense and denominates a place. It also implies some distance from where the one speaking is right now (otherwise you would use "hier", similar to "there" and "here"). "Wo lebst du? Da!" (To express that he lives where the dialogue takes place the person would maybe point to the ground and answer "Hier!".)
dahin
implies a motion towards there. It means "to" or "towards [there]". Notice that this differentiation between place and direction doesn't happen in English: ''I am there - i go there'' whereas: ''Ich bin da - ich gehe dahin (da hin)''. Also notice that this difference is also reflected in the related asking particles: ''Where are you? - Where do you go?'' but: ''Wo bist du? - Wohin gehst du?''
daher
is similar to ''dahin'' but the implied direction is reversed. It means ''from [there]''. In a derived meaning it is also used synonymously to "because" (from there [it follows, that...]).
Notice that "daher" and "dahin" are basically composite words (from "da", "hin" and "her") and - as is custom for composite words - can be broken up into their parts to form a "bracket":
''Da'' komme ich ''her''. From there i come.
''Da'' gehe ich ''hin''. There i go.
Both these sentences could also have been phrased "Daher komme ich." and "Dahin gehe ich."
On an additional note, "da" can also be used meaning "because", but that is a different meaning and not related to "dahin" or "daher".