newbie question, if I want to record a radio series, I can see the option to do a series, do I then have to leave my laptop on, or will it be downloaded when I switch on laptop next time ? Or would I need to search for new episodes manually....Thxs in advance

You can use the PVR, or you can do it manually, so long as the programs are in the cache.

Imagine you want to record 15 minute drama from radio 4
http://www.bbc.co.uk/programmes/b006qy2s...des/player

get_iplayer --type=radio --pid-recursive --pid=b006qy2s

As I understand your question and the situation:

You should leave the laptop running until the series download completes. Switching off mid-stream will halt the download.

A recent thread suggests there are problems with resuming incomplete downloads. I think you would have to be very lucky to switch off after downloading and post-processing one programme and before the next programme in the series starts to download.

If, however, you use sleep, or hibernate, the download should continue when you resurrect your session.