A thesaurus is most helpful for students who must find the correct pronunciation for a difficult new word.
need to find multiple definitions for one word.
would like to keep their writing from becoming repetitive.
are looking for multiple forms of one word.

themselves

an intensive pronoun is a pronoun that ends in self or selves, such as himself, herself, themselves, yourself, ourselves. since band members is a third person plural, the correct intensive pronoun would be themselves. if the band was talked about as a collective noun, itself would be the appropriate intensive pronoun. intensive pronouns are used to add emphasis to the noun it's modifying which is why it directly follows it.

(i can't select because there is no options but, i will answer) using evidence effectively. most of the assignments you will do in university will ask you to make an argument, to take a stance, or to prove a hypothesis. the best way to do this is to research the topic, develop a thesis statement, hypothesis, or claim and then use evidence to support this claim.

as for symbolic actions, the narrator's tearing down the wallpaper in an attempt to find the "woman" in the wallpaper represents her struggle to retain or regain her sanity.   the wallpaper has been part of her confinement and by her tearing it down, she is freeing herself from that confinement.