Just watch the video and you will see how easy it is.
WARNING: Please, make sure that whatever you share or download is legal – please, check with your local authorities. Some types of files might be illegal where you are, so you might put yourself in trouble. Also, I do not condone using unlicensed software if you use it to make money with it – this is also not legal in most countries. You have been warned!
You will need a torrent client and a torrent search engine. I recommend the following:
Here you can see how it works: peer computers download the information about files needed from the tracker and then connect directly to each other. And it’s all anonymous (almost – your ISP is probably storing the data that might allow your authorities to find you):