Broly's only shown in the movies. The filmes were created after the dragonballz series itself, so it's kind of mais like an additional thing. The filmes don't actually fit well in the plot because they were created after.
If broly was in the show he would of came before cell. In the movie if you notice Gohan is a teen younger than the cell saga. Looks about the same as when the Freeza saga ends.