Captions

Youtube

If you want to show captions in Youtube, you can turn on Closed Captions and also enlarge the text in Youtube:

Powerpoint

To make the Powerpoint video with captions, you can download the captions in VTT format from https://views4you.com/tools/youtube-subtitles-downloader or https://downsub.com/  
and attach the captions in Powerpoint like so:

VLC

In VLC, you can download the captions in VTT format from https://views4you.com/tools/youtube-subtitles-downloader  or https://downsub.com/

and add the subtitle file like so:

Microsoft Clipchamp

Microsoft Clipchamp now has an AI captioning feature that makes it very easy to create the captions and actually burn it directly into the video without extra processing. Alternatively you can download the captions as an SRT file.

Simply click the CC button on the right hand toolbar.

Xmedia Recode

See https://www.xmedia-recode.de/en/help/vfilter/filter-subtitle-rendering.php