If you're adding captions, choose SRT and it will download that file. Now that we have our full video file and the SRT captions file, we can jump into Final Cut and put them together. Here in Final Cut, I've created a new project and timeline using the full video from that episode. Now I'm gonna go up to file, import, and choose captions.
Navigate to that file you just downloaded, Select it. The role will be SRT, and you can choose relative to timeline and hit. Once it's imported, you'll see captions have now been added above the video timeline and it even has the speaker label throughout the video. Now you can export this video with the captions baked in, meaning they appear no matter what or where your viewer can choose whether to enable them.
Hit the share button and final cut in the top right and choose export file. If you need help with export formats, we actually have an entire video dedicated to exporting in both Final Cut Compressor, Adobe Premiere and Adobe Media and Coder. You can click that link above for the video or click it in the video description.