Where can you sell films for money?

Films you shot and produced yourself? You don't. You can enter them into festivals and contests, though. Or set up a (private) screening event(s).

Studios purchase screenplays from writers, make the films, and then distribute them. They have a department for that, they have connections, etc. As a private person... you don't sell. Maybe on eBay. Or upload them to youtube, because it's unlikely that someone will buy a movie from an unknown filmmaker.

As I see it, as it is now, your best options are:

1) Using strong connections in the industry - if you got some.

2) Entering festivals. It's a long shot, but if you do well, industry pros and decision makers might help you with your career.

Get some recognition, maybe achievements... then things will be easier.

Like, sell individual movies you own? No you can sell those as long as they're legal copies.