I mean general concept is they all are suppose to talk to each other in some sort. Prowlarr will provide indexers to Radarr, Sonarr, Lidarr, etc (just going to call them the ARR’s) the ARR’s will associate the results of those indexers to TMDB/TVDB and whenever you decide to download something the ARR’s will communicate with your download/torrent client, once your download is complete the ARR’s will mark it as complete and move it to the directory/folder of your choosing making organization easy and let’s Jellyfin/Plex see the files in the way they should be shown. You can reverse proxy all these for security reasons or to avoid annoying ssl errors.

Honestly to start I would say learn the docker engine & docker compose first.