marienas I believe that if you use the built-in production feature of Teams live events, there is no good way of smoothly switching between different shared content. There is no "cue" feature (= sharing one piece of content while preparing the next piece), so either you need to stop sharing while you switch the content out of view or share a screen where you switch in plain sight for your audience.
The common way (I believe - at least that's how we do it) is to produce the live event with a professional encoder. This can be either software (vMix is the industry standard, OBS is the very competent free alternative) or hardware (Atem mini pro is the most popular affordable option), or a cloud solution such as Re:stream. They all have pros and cons, but take the full production away from Teams and give you a whole different level of control. If you do regular Teams live events and want a more polished result, I highly, highly recommend this. At work, we use the Atem mini extreme as our encoder and video switcher, it was a game-changer compared to using the software OBS and a webcam as we did previously and I'd argue that the learning curve is smaller.