Certainly you would have got a CD with the dongle. Install the software from it and connect the dongle to ur TV. Now connect the TV to wifi network.
After this is done, open their s/w and look through the options in it. You will find how to stream the media to the TV but note that depending on the location of TV and wifi router you may not get good streaming speeds. It will also depend on ur net speed
My brother sometimes streams movies through his Mac to his Android using Plex. So you can try that