you can't, because they don't come embedded.

you must use --embed-subs (ffmpeg required), along with, i think --write-sub and choose sub langage, e.g. --sub-langs "en.*" (selects english if available, the .* part is to match all the different codes used for english)

edit: fixed embed subs

Are you sure --embed-subtitles works? The manual only includes --embed-subs and I'm not sure if they added the full name as alias. Also, write-sub isn't necessary, pretty sure if you do include it you get both embedded and external subs.

Here is a line of code that works: yt-dlp.exe --write-auto-subs --sub-lang "en.*" --embed-subs --merge-output-format mp4 [insert URL here, and remove brackets]

The --write-subs option is not included here. Not required. The above will produce an mp4 file, with any .vtt files embedded in the video. If you include the --write-subs option, the associated .vtt files will be produced and written separate to your download folder. Still, they will be embedded in the video. The option [--merge-output-format mp4] seems to be a requisite to embed the subtitles. Then you wind up with an .mp4 file, versus a .webm file.

If anyone has a full line of code, different than the above. Please post it. And, yes, ffmpeg.exe is required.