It will be far easier if you have a USB pen. Simply put the film/episode on to the USB stick and then into the TV. The TV will either recognise that it has been added or there will be a menu you can select it from to view the media on it. You will have to ensure that the codec of the file used is compatible with your tv (A simple google search should find that out quick enough) .
You could go with the HDMI cable, obviously thats rather simple of connecting them together and selecting that right HDMI input.