Add shows to library in Apple TV app

I'm trying to add a show to my library in the Apple TV app on my iPhone. I thought for a while that the way to do that was by clicking on the + button next to the share button. Long I've wondered why it didn't show in my library but today I saw that when clicking on this + button it doesn't say "added to your library" but "added to Up Next". So that got me confused, then how am I supposed to add a show to my library because mine is completely empty except for a little tab "downloads". Anyone who can help me?