We discuss experimental and theoretical studies of the generation of the third terahertz (THz) frequency harmonic in thin films of Bi2Se3 and Bi2-xSbxTe3-ySey (BSTS) topological insulators (TIs) and the generation of THz radiation in photoconductive antennas based on the TI films. The experimental results, supported by the developed kinetic theory of third harmonic generation, show that the frequency conversion in TIs is highly efficient because of the linear energy spectrum of the surface carriers and fast energy dissipation. In particular, the dependence of the third harmonic field on the pump field remains cubic up to the pump fields of 100 kV/cm. The generation of THz radiation in TI-based antennas is obtained and described for the pump, with the energy of photons corresponding to the electron transitions to higher conduction bands. Our findings open up possibilities for advancing TI-based films into THz photonics as efficient THz wave generators and frequency converters.