CE means this but not in your case. Actually CE is used in different kind of sentences for different reasons. For example CE is used to explain WHERE is an object: CECI for nearest objects , CELA for far objects. For ex: 'Ceci est à moi, cela est à toi' that means 'this is mine, that is yours'. Just CE near the verb to be: 'Ce sont des livres' (These are books) explains WHAT the object is and not WHERE (ceci - cela). In your case 'ce qu'ils aiment manger' means 'what they'd like to eat' because 'CE QUE' means what.