You can switch languages instantly during playback.
Since "installing" a TV show isn't like installing software, the process involves downloading the media and using a compatible player to manage the language tracks. 1. Use a Capable Media Player
TV shows are video files (.mkv, .mp4, .avi). If a site asks you to download an "installer" or an ".exe" to watch the show, it is likely malware.
These files often include multiple subtitle tracks to match the audio. How to Install and Play Game of Thrones Season 1 Dual Audio
