What am I to do with the ...Captions.zip files that I see in the downloads? Once I unzip them I see that they have an extension of .srt. The .blend files make sense to me and I can open them. Thanks in advance for your reply.
Those are the subtitel files for the videos, in case you download them and watch them offline.
Basically text files with the subtitels and timecodes for when they should appear and disappear.
Online you can simply use the CC button.