So, I gather you did not write this code yourself. Do you know whether the person who did write this code would approve of having it posted publicly here? Was there any sort of copyright or license statement that came with this code? That sort of thing really matters.

As for the usage, it is conventional in describing command line syntax to use different brackets to indicate whether a given arg is mandatory or optional, and the intention is that the user should not include those brackets when actually typing a command line. So your command line should look like this:

theater_rss.pl  392
[download]

i.e. without the angle brackets. (In fact, putting angle brackets on a command line usually means something special to the shell. If you don't know what that means, figure out what sort of shell you are using, and see if you can find a manual for how to use that shell. Look especially for "redirection".)

As for step-by-step, it seems like the program code itself says pretty well what it is doing. After a successful run, you should be able to find relevant information in a file called "392.rss" in your current directory.

(Oddly, it looks like the script will accept multiple theater-ids, and if the command line were  theater_rss.pl 392 393, then there would appearently be a file called "392 393.rss" -- note the space between the numbers is part of the file name.)