You personally wouldn't be doing anything illegal by watching the shows online through that website however the website itself is illegal and the owner of the website that's hosting the website could be liable in court if they were caught and sued.
But for the person who's just watching it and not sharing and copying the files and just watching it then it's not illegal.
Just the same when someone uploads a movie to youtube and you watch it. It's not illegal for you to watch it on youtube but it's illegal for the person who uploads the video to upload it for you to watch without the movie companies permission.