Presuming these are torrent sites, first thing you need is a programme to download the files fully before they will play.
Theres numerous programmes that do this, so would be worth googling "torrent client" or words to that effect ;-)
Torrents are a form of shared file, but its not a person to person as such, more like People to people, it can be frowned upon by some and is considered unethical/illegal (not me I hasten to add) but once you get the full file. it could be in AVI or MPEG or any other format, you can then play these on your PC.
Check out several Torrent Forums to see the rules etc. beforehand as if you download a film without uploading the equivelant file size this is frowned upon and you may get yourself banned for "hitting and running" - theres Seeders and Leechers - A seeder is someone who has the full copy and is distributing the file outwards, a Leecher being someone downloading - once the leecher reaches 100% download they then become a seeder - the more seeders the quicker the download.