Do you mean OVAs? They are typically considered as Specials on TVDB so you would name them as season 0. For example Naruto. The first OVA would have S00E01 or 0x01 in the file name and will be scraped and put into Specials.
If the movie was a theatrical release you can simply let it be added as a movie and then you can link it to the corresponding TV show using the context menu.