The content is either ripped from Blu-ray/dvd or (most commonly) just pirated. Sonarr is an “automated” pirating software. You hook it up with a couple of popular torrent trackers, and configure TV shows you want to track/watch. It queried TVDB and other IMDb like services as well as torrent trackers to automatically detect when a new episode was released and auto-download it.

Plex is the media organizer/player after you’ve “acquired” your media.