Media Player Questions?

Am new to Apple tv and all so please bear with me. Been reading about Media player and all of its functions so lets see if i can clear some things up.

Does Media player have all the Tv shows and seasons in a folder somewhere or do i need to have them? For example- If i wanted all the seasons and epsodes for The Simpsons where would i find them in Media Player?

I see people talking about watched and new episodes, so how do i enable these options?

Media Player is just that - a player. You need to find the content and either download it to a hard drive or computer to connect to and watch or use a website that streams content.

So is Navi x still the best site to stream and get content from?