If your family hasn't had police visits over illegal downloading then you should be fine and there isn't much you would need to do.
This sort of thing is not enforced well but that could vary from country to country (some places do take it seriously).
The uploaders are the ones who are often pursued by police (especially if movie or TV episodes was leaked before intended release or cinema camcorder leak, etc) when that type of thing is taken seriously.
It is also very unlikely you would get in trouble if you don't have any illegally downloaded movies on your computer.
There isn't really any point in convincing your family member to change their ways and the main reason they download is related to wealth or just saving money (costs money to buy an physical copy of an film or sign up to an subscription service for TVs and Movies such as Netflix).