How do I authorize my new Macbook pro to devices in iTunes to download movies etc?

Use the same iTunes Store login credentials on the new MacBook Pro, as on the other devices, and for Home Sharing.

• You can authorize up to 5 computers, which means that you can play your content on 5 different computers.
• You can authorize a computer only through iTunes on that particular computer.
• You can't authorize a computer from another computer or from your iPhone, iPad, or iPod touch.
• You don’t need to authorize your iPhone, iPad, or iPod touch. Your iOS devices don’t use your available authorizations.

Authorize your computer in iTunes - Apple Support