how do you download them, and how are they already set?
After your video is uploaded, the AI goes through your video an ads captions to your video based on the audio track - a bit like speech recognition. Once it's processed, it will show up as an Automatic CC (in your default language).
You can access in your Creator Studio by going to the video in the Video Manager, and selecting pull-down next to the Edit button and choose Subtitles/CC.
To the right of the video player, you'll see the CCs applied to the video. Click on the one that is (Automatic), and it will open to view the subtitles and CC. Click on the Actions button in the top left, and select one of the download options. I usually go with .srt I believe. It will open the caption in a separate text window in your browser, so you can copy and paste to your favourite text editor and tweak the captions, being careful not to touch the timestamp info for each section.
Once done, you can go back to the Subtitles/CC section and upload the corrected text file.