This could be a combination of both the other answers. Sonarr and Radarr will only process files they recognise, and only from the folders they monitor.
If you set up Radarr, and only added the original Star Wars to it, you could put every other movie in existence into Radarr’s watch folder, and it wouldn’t do anything with them. It would only deal with the original Star Wars. Radarr, and all the other *arrs, only deal with what you’ve explicitly told them to.
On the other hand, they only process files that are in their respective watch folders. If you created a watch folder for Radarr under downloads/radarr, but Prowlarr was putting the files in the downloads folder, Radarr would never see them. It can only look in the watch folder you set, and any sub folders.
What you can do is set the same root folder for them all, and tell the different *arrs to use sub folders, then use the root folder as a catch all. I can’t remember how to set it up off the top of my head, but I remember that it was pretty simple.