HOW TO BURN SUB WHEN DOWNLOAD FILM OR SERIES FROM NETFLIX
First, it is hard to take someone seriously, as far as needing help, when they post the same exact message in 3 different locations.
But as 0xFeedBeef said, external tools, if you do mean BURN. Handbrake works well for that.
Otherwise, Streamfab gives the options to save as an external SRT or remux into the file.
Both are supported by quality players like VLC media player for Windows or sending them via Plex, to either a Roku or an Android Smart TV. Jellyfin may also work, I have not had much time to work with it yet.
Jellyfin is open source, so that makes it a plus.