How to download subtitles for any video with IDM ?

You need to open "Options->General" IDM dialog and press "Edit" near "Customize IDM Download panels...".

Then press "Add" (arrow 1 on the image) and add SRT (or VTT) file type (arrow 2 on the image). After this play video again and IDM will add download option for subtitles on its video download panel. Please note that subtitles file may have some other file type, it depends on a video. 

Click Ok,Ok,Ok. Go to Youtube Enable Captions CC, Enjoy!