Cars are 100% legal but if you start running red lights or driving under the influence or running over people you are liable for your actions.
You are free to share your files, what you are not free to do is to share files that haven't been made available for sharing, you must respect the copyright wishes of content creators.
FrostWire can find millions of legally available files, public domain files, thousands of albums and singles made available for free download by bands all over the world on SoundCloud.com.
FrostWire is also a media player, you can use it to sort through your music and videos, you can also use FrostWire as an internet radio client.
FrostWire also lets you share files on your local Wi-Fi network, this is very useful to share files with other computers running FrostWire, or even with your phone or tablet. Perfect to share family pictures and home videos. This is perfectly legal, it's your content, shared from device to device.
Downloading FrostWire does not constitute permission or a license for obtaining or distributing unauthorized files. It is illegal for you to distribute copyrighted files without permission.