In a nutshell…
You use a torrent client (the program) and use specific websites that host databases of files, however the files are not stored centrally like a P2P network, you the individual host them for others to download. Find the file you want, download the file, which launches the download in your program.
Some sites require registration, some sites require certain share levels, some don’t.
Download uTorrent, its free and good to use.