Firstly I must impress upon you that most if not all Youtube Video's are covered by some form of copyright and associated laws. Therefore any modifications done by yourself must only be done with the original owners permission. That does cover putting subtitles on them in other languages. Especially if the modified video is then going to be uploaded again to Youtube.
Hopefully in most cases, and considering they are lectures that the original owner may actually like to be seen by a bigger audience, you possibly will not have much problem with gaining that permission, though do be aware you might get told no by some, and you will have to abide by that.
Having covered the legalities of what you wish to do.
There are a few different softwares available that can download a Youtube video to your hard drive and in a format that can them be worked with.
There is the free version of AVC for example which can also convert the downloaded video into many different types of format.
When installing AVC, be careful of removing ticks for unwanted tool bars or other unwanted software. Where offered the custom install, use it, as that is when you will find the unwanted stuff to remove ticks to stop the install of such junk.
As for then putting subtitles on the video's afterwards, providing the languages are covered as far as actual font, by which I mean things like Arabic, or even Chinese where our letters and numbers are entirely different, so you may need to download language packs for it. There is the free and simple Windows Movie Maker available from Microsoft. If you already have the Windows Live, or Windows Essentials stuff installed, you may already have Windows Movie maker, however if not get it from Microsoft here:-
Edited to correct a typo.
Edited by Plastic Nev, 07 December 2014 - 03:31 PM.