To keep things simple, they must be left in the same location as wherever the download client puts them, and the client stays open. I use an organiser and very useful tool called Radarr, it monitors your downloads and it lets you hardlink the video files once they've completed, which both allows the download client to keep seeding, and the media server you may use to keep using it.

A hardlink involves some intimate knowledge of how storage works, it can be done manually but the best option is to let a program handle it for you. Note: To hardlink, the download location and media library location must be on the same storage device, and the Sonarr user must have write access to the downloaded file. For me, group write access didn't help. This way it will not duplicate storage.

Generally, some areas and Internet Service Providers might crack down on torrenting of any sort, so using a VPN is a smart way to not get your IP noticed. My area's authority and ISP don't care, so I'm not too sure.