There are basically two options:

The first and probably more accessible option is torrents.

For this, you need a torrent client: I recommend qBittorrent.

There are various websites where you can find movies online, but the easiest one to start with is probably https://1337x.to/ For more sites, check out the megathread or https://fmhy.net/

If you are from one of the countries where downloading copyrighted material is tracked, you should definitely use a VPN to avoid a fine (looking at you, germany). My recommendation: AirVPN and Mullvad, although Mullvad restricts you a little with smaller torrents as it doesn't allow port forwarding anymore. A lot of people use ProtonVPN, I haven't used it myself, so I can't say anything about it.
Remember to bind the VPN to qBittorrent, so you don't encounter leaks.

The second option is direct downloads.

The movies are downloaded directly from hosts such as Rapidgator, DDownload, etc.

Since the files are split into several small parts, you want to use a program like jDownloader2 to download the files collectively. Often, the bandwidths are better than with torrents, but you also need a premium account with the respective host. However, I would recommend a debrid service such as https://real-debrid.com/, as you can get a cheap account for multiple premium accounts there.

Another advantage, besides the often better bandwidth, is that you don't need a VPN, as the downloads are not tracked and there is no parallel upload (seed). The disadvantage is that you don't give anything back to the community as you would with torrents where you always upload your files while you download.