Torrents work like this:
You download a very small .torrent file, which contains information about what you're actually trying to download (Linux or whatever).
You let a torrent client like uTorrent download the actual file. Once completed, you can remove the item from uTorrent, and also delete the .torrent file.
It's good manners to share the file you've been downloading after you've completely downloaded it -- i.e., 'seed' the file. Usually a ratio is shown of uploaded:downloaded; you want this to be quite high, ideally 1. But 0.5 is good enough.