If you are looking for some software to download subtitles of YouTube videos for free, you can check out DownSub. It doesn’t require any additional software to be installed in your machine which is a good thing. Installing third party software from unverified source can compromise your security after all.
DownSub supports most of the popular subtitle formats like SRT, TXT or VTT. Not only Youtube, you can also download subtitles or captions from other popular video uploading or sharing services such as VIU or Viki etc. I had a list of few other subtitle download services from video sharing sites. But looks like only this one is still working. I don’t see any particular reason where you would want to download subtitles from video sharing sites nowadays. So there might not be much demand of this kind of software. Anyways if you still feel the need to download a caption from YouTube, this post might help you.