Yes. The first movie is Beginnings, the second movie is Eternal. These are essentially just the TV show in movie form, so if you prefer to watch the show instead, you can; that worked better for my schedule.

The third movie is Rebellion.

There's a spinoff called Magia Record, which is its own self-contained story only set in the same universe as the show. Worth watching IMO, but don't expect to see much of the main cast