The stick comes pre-loaded with apps to receive free services, such as Youtube.
It's also pre-loaded with apps which require a subscription, such as Netflix.
There are further apps available for free download, with some of them providing free services and some requiring a subscription.
Further, there are also paid apps available for download.
http://www.amazon.co.uk/Amazon-W87CUN-Fire-TV-Stick/dp/B00KAKUN3E
All of the above are totally legal. However it's also possible to load an unauthorised app, called Kodi, onto the stick. Kodi is, in itself, perfectly legal as it's simply a media player but it can be configured to receive streamed live football services, which (as you suggest) is completely illegal.
http://www.telegraph.co.uk/finance/personalfinance/household-bills/11649188/Could-you-be-fined-for-illegally-streaming-movies-or-TV-shows.html