Question: how to download videos from youtube with captions?
Answer: Download and install the 4K Video Downloader application. ... 
Set up the subtitles type in Preferences, you can have the separated srt file or embedded subtitles. ... 
Press 'Paste Url' button in 4K Video Downloader application.
Choose the quality of video, specify that you want to download subtitles and select a language.