Who is CG Cookie? 

What started it all! Since 2008, CGCookie.com has been serving world-class education & training on 3D content creation with Blender. http://cgcookie.com

CG Cookie is a project of http://autotroph.com, the team behind the Blender Market and http://orangeturbine.com

Subtitles

After unzipping the files you'll find a captions folder. These contain the relevant .SRT caption files for the videos in each respective unzipped directory. Common video players, like VLC, can load .srt's for viewing videos with captions. Just make sure you're .srt file name corresponds to the video file name.

Translating .SRT files

.SRT files are also easy to translate to other languages. Simple type "srt translator" into a search engine and you'll find numerous online translation tools.