I haven't set up jellyserr yet, so I haven't seen it in action yet, but if it works the way I understand it should, it is that when media is downloaded it is automatically updated into your jellyfin server.
See the reply by @zewm@zewm. Jellyserr is the gui where you search for the media. It then sends radarr/sonarr/... the request which works along prowlarr to download the usenet or torrent file and makes your usenet/torrent client download it. When the download is complete it is moved to the correct place, renamed by your rules etc and inserted into your media server.
Radarr is for movies, Sonarr is for shows, you have one for audiobooks, one for music, comics etc.