This answer won't work on older versions of youtube-dl. You need to update youtube-dl to the latest version. If you have Python installed on your system, you can install the latest version of youtube-dl locally inside a Python virtual environment, or you can download the latest version of youtube-dl and install it globally.
In Ubuntu 14.04 and later youtube-dl is also a snap package. To install it type:
sudo snap install youtube-dl # start with snap run youtube-dl
Open the terminal and type:
youtube-dl -f best -ciw -o "%(title)s.%(ext)s" -v <url-of-channel>
...where <url-of-channel> is replaced by the URL of the channel.
Note: If you are downloading a lot of videos, you should change directories to the directory where you want to save the videos before you start downloading them.
Explanation
-f, --format FORMAT
video format code. The special name "best" will pick the best quality.
-c, --continue
force resume of partially downloaded files
-i, --ignore-errors
continue on download errors, for example to skip unavailable videos in a channel
-w, --no-overwrites
do not overwrite files
-v, --verbose
print various debugging information
According to the Readme file for youtube-dl (the program you run as the file yt-dl.py), --write-srt is not an option, but --write-sub is. The Readme file with all options is available here: https://github.com/rg3/youtube-dl/blob/master/README.md#readme
I successfully downloaded a video with subtitles using yt-dl.py --sub-lang en --convert-subs srt --write-sub <youtube url>. --sub-lang en chooses english subtitles, --convert-subs srt converts the subtitles to the common SubRib (.srt) format, --write-sub writes the subtitles to a .srt file and <youtube url> is simply the URL/web address of the youtube video page.
An example: yt-dl.py --sub-lang en --convert-subs srt --write-sub https://www.youtube.com/watch?v=sWAN0FwfD5M
If you use the windows executable, launch your DOS-prompt, navigate to your youtube-dl.exe file and write e.g: youtube-dl.exe --sub-lang en --convert-subs srt --write-sub https://www.youtube.com/watch?v=sWAN0FwfD5M. The --convert-subs command will not work if you do not have the ffmpeg program installed. If that is the case, you have to omit this option and youtube-dl will output .vtt subtitles instead.
Best Answer
At the moment you can't.
The 'official' playlist on facebook is created by owner of the videos (see the playlist section at FACEBOOK/facebook/videos for example) and they can choose to share it as a link, however there is no listed format.
The videos in the same playlist might have the same prefix in URL
However, there is no offical link to such list (id vl.515712155263726).
When you view a video directly, it depends on the link, for example the same video when visited as
and
will give you different next video (in what you might think as the next item in 'your' current playlist).
The source code of youtube-dl also show nothing to support facebook playlist for the time being (see https://github.com/rg3/youtube-dl/blob/master/youtube_dl/extractor/facebook.py).
So you are out of luck.
Note: Replace FACEBOOK with actual link to the site.