It's actually built into plex. If you have a library of t.v. shows you can just click the Shuffle button and it'll play random episodes. Or you can make Categories of shows and shuffle those. If you're asking how to get started with Plex and downloading content, well....I don't want to get banned for piracy related reasons, so I'll just say that, totally unrelated to this discussion, there's a wealth of resources regarding how to get started with bittorrent and usenet. Which you can use for perfectly legal purposes, like downloading Liinux ISOs and open source textbooks.

I use Jellyfin because it's pretty light weight and straight forward. Just add the shows you want to a playlist, or even just specific seasons, and shuffle play.