If they don’t correspond to any regular movies and serials which you can find at TheMovieDB.org, then you need to create a separate library of the type “Other Videos”. Items in this library type will not be matched with a record on any of the metadata sources that Plex uses. Which is precisely what you want.
If these files are all in a mp4 container, you can insert some meta tags into them beforehand. It can make them look better in Plex. If you populate the “Album” meta tag of all videos which belong together, Plex will automatically create a collection and put all these videos into it.
https://support.plex.tv/articles/201273953-collections/
This then enables you to either play the collection directly, or use the collection tags of several collections in a filter rule, in a smart playlist.
You can populate the “Title” tag, to give the video a better looking title. Particularly if the correct title requires characters which are impossible to use in file names.
Even a description is possible to insert into the file. See MP4 Metadata (Tags) for Personal Media Shows for a bit more context.
