There’s various workarounds to deal with what you’re looking for… however Plex isn’t supporting local media assets / extras for tv shows, seasons and episodes the way it does for movies.
There’s a highly popular feature suggestion to which you can add your voice/vote:
Common workaround is adding those files as separate episodes to your given season (or specials) beyond the „natural“ number of episodes… you can e.g. start those extras by adding 100 to the episode number to which the file belongs. You will then have to manually edit that file‘s metadata (title, description, poster, release date…). Keep in mind this will not smoothly fit into the basic season order and those extras might be popping up in your play next queue.