You have to make a distinction between attributes and entities. An entity is a thing - usually a noun. An attribute is more like a piece of describing information. In database jargon, entity = table, attribute = field/column.
Having a separate table for certain things, let's use director, as an example, is called normalizing. While it can be good in some circumstances, it can be unnecessary in others (as generally it makes queries more complicated - you have to join everything - and it is slower).
In this case, having a year table is unnecessary, since there are no other attributes about a year, besides the year itself, that you would store. It is better to denormalize this and store the year in the film table itself.
Director, on the other hand, is different. Perhaps you'll want to store the director's first name, last name, date of birth, date of death (if applicable), etc. You obviously don't want to enter the director's birth date every time you enter a film that this person directs, so it makes sense to have a separate entity for a director.
Even if you didn't want to store all this information about the director (you just want their name), having a separate table for it (and using a surrogate key - I'll get to that in a second) is useful because it prevents typographic errors and duplicates - if you have someone's name spelled wrong or entered differently (first,last vs last,first), then if you try to find other movies they've directed, you'll fail.
Using a surrogate key (primary key) for tables is generally a good idea. Matching an integer is much faster than matching a string. It also allows you to freely change the name, without worrying about the foreign keys stored in other tables (the ID stays the same, so you don't have to do anything).
You can really take this design quite far, and it's all a matter of figuring out what you want to be able to store in it.
For example, rather than have a single director per film, some films have multiple directors.. so there would be a many-to-many relationship between films and directors, so you'd need a table with eg:
films_directors => **filmid, directorid**
Taking it a step further, sometimes directors are also actors, and vice-versa. So rather than even have director and actor tables, you could have a single person table, and join that table in using a role table. The role table would hold various positions - eg, director, producer, star, extra, grip, editor.. and it would look more like:
films => **filmid**, title, otherstuff...
people => **personid**, name, ....
roles => **roleid**, role name, ....
film_people => **filmid, personid, roleid**
genre => **genreid**, name, ...
film_genre => **genreid, filmid**
You might also have a role_details field in the film_people table, which could contain extra information depending on the role (eg, the name of the part the actor is playing).
I'm also showing genre as a many<>many relationship, because possible a film is in multiple genres. If you didn't want this, then instead of the film_genre table, films would just contain a genreid.
Once this is set up, it is easy to query and find everything a given person has done, or everything a person has done as a director, or everyone who has ever directed a movie, or all the people involved with one specific movie.. It can go on and on.