I’ve been using subliminal for a while. outside Sickbeard, Couchpotato, and now also outside Sonarr.
It is as easy as LJSeinfeld explains. After installing the phyton script, in the folder that contains your series, you run the command:
subliminal -l <land code> <land code> <etc> *
This is the most basic way to download subtitles. Subliminal will try to find the best matching subtitles for which you can set the minimal score. It helps a lot if you have Sonarr (or any other download handler) to include the release name and quality. But even without I believe subliminal tries to figure out which subtitle you need. There are a lot of extra options that you can use in your search for subs.
Under linux it is easy to create a cronjob. With Windows you can do something similar. If you do, make sure you use the option: -a AGE, --age AGE download subtitles for videos newer than AGE e.g. 12h,1w2d so that you don’t overload websites like opensubtitles with all the requests from old series that probably will never become available.
Unless Sonarr or its compared ones will build-in a full subtitle search and download handling, it will never work for current series without a stand-alone script. Many subtitles are only posted a long time after the actual video was downloaded. Sonarr or its compared ones, will have to keep on searching for the subs. This is something much more complex than launching a script once the download was completed.