There are some torrrents showing up with .lnkextension (ex: movie.mp3.lnk, tvshow.mkv.lnk...) and automated software (Sonarr, Radarr, Lidarr, qBittorrent RSS Downloader) could pick those torrents (but not import).
These (fake) torrents include a .lnk file that executes a script on your Windows
When I read the title, I was thinking of something sophisticated such as hidden executable streams inside the MKV container (IIRC, it's possible to append binary data other than audio, video or subtitles specifically inside a MKV). The ".lnk" trick only works in Windows and, even there, it's easy to prevent: Windows Explorer > Options > Advanced > find and check "Always show extensions for files" (i can't really remember the exact label for this option as I'm not a Windows user, but something like this will be there).