How to download captions 

• Navigate to your 'My Media' page. You will see your media arranged in a list. On the right side of the page, each entry will have an 'Edit' button. Select this to edit the media.
• You will also find an edit button on any of page where you can view media that you own. It will be below the video on the right, in the 'Actions' drop-down menu.
• On the edit page, choose the 'Captions' tab to navigate to the captions menu.
• If a caption file is present, you will see the caption(s) and defined language. Select the far right icon under Actions, it is the download button. 

You might wish to download captions to edit them locally on a machine, or use elsewhere. Please note that editing captions is an advanced feature.