The subtitles are in the “subtitles” subfolder on cdn.media.ccc.de available for download.

If you can't find a file with the same name than the video this means that there are no subtitles available.

If you want to use the *.srt-file just put it next to the video-file or like on cdn.media.ccc.de in a subfolder “subtitles”. Common video players like VLC will find the file automatically.