I'm pretty new to this, too, but here's what I understand.
The main questions are what format did you download and how do you want to play it back.
In my case I burned a Bluray, but then decided I'd rather stream them. I have an Apple TV and I found an app that can stream to it. (I did it that way because my ATV is connected to my home theater receiver.) If you already have a media streamer that's even easier.
Another approach is to load it on a USB stick and if you have a Bluray player or other device that takes USB storage you may be able to play it back from that.