It's a command line tool. Use jDownloader from the other comment if you don't want to deal with that. The README gives all the options. Subtitle options here.

Get the latest release from the releases section i.e. https://github.com/yt-dlp/yt-dlp/releases/tag/2025.01.15, "yt-dlp_win.zip" and unzip it to some folder.

Open a command prompt (Win+X, Powershell or Win+R, cmd if you prefer)

cd to the folder where you unzipped yt-dlp.exe

Now you type yt-dlp (your options) (video url).

So for example

cd C:\Downloads\yt-dlp_win

yt-dlp --write-subs --sub-lang en https://www.youtube.com/watch?v=5SQhfkpX9bc

Should give you Freeman's Mind episode 1 with english subtitles saved to a "webvtt" file. (you can only extract whatever subtitle formats and languages are available)

You can do alot with yt-dlp.

Keep in mind, it's a command line program, but I tend to use cmder to pull up a console with a shortcut command and simply copy-paste the url(cmder has a history, so I just press up on the keyboard that lets me cycle through past inputs.)

My current preferred command line;

yt-dlp --cookies cookies.txt --write-thumbnail -o "%(uploader)s - %(upload_date>%Y-%m-%d)s - Runtime'%(duration_string)s - %(title)s.%(ext)s" [URL]

That's going to automatically save the file and give it the name of the Uploader, Upload Date, Runtime, and the original title of the youtube video. And also downloads the youtube thumbnail, because fuck it, why not.

The 'cookies' is for downloading age-restricted youtube videos, as youtube has been getting pissy like that; it's just my cookies file extracted from my browser.

yt-dlp also tends to grab the highest quality of video, which can get weird, as it'll grab the highest quality video and then the audio; so you might need to grab ffmpeg, and toss it in the same directory yt-dlp. That'll automatically fuse the video and audio together and delete the original file at the same time.

If you wanted to use that command line with what Agenda47 noted for downloading subs, you'd put the entire thing together like this;

yt-dlp --write-subs --sub-lang en --write-thumbnail -o "%(uploader)s - %(upload_date>%Y-%m-%d)s - Runtime'%(duration_string)s - %(title)s.%(ext)s" [URL]

I'll also note that the 'URL' can be anything. Wanna download the entire channel? yt-dlp can do that. Playlist? yt-dlp can do that. Text file with list of urls? Yup.

Have fun.