Here are the steps to download the auto-generated captions of a video uploaded in the XP platform:
Create a training and upload the video to it.
Preview the training by clicking in the 3 dots of a training and clicking "Preview Training".
Press F12 in your keyboard, this should open the Developer Tools.
Select the Network tab.
Refresh the page.
Locate the files "subtitle.vtt".
Right click any of those files and click "Open in new tab".
This should download the file in your computer.
Open the file using the Notepad.
The final transcript should look like this: