You need to get the Source SDK from Steam > Library > Tools > Source SDK in order to be able to compile the captions.
Everything else is explained in the readme.txt
In the screenshot with the scout, you can see my loadout switcher script working with the close captions. It will show up like this when configured correctly: left < current > right The current represents the current loadout, and by pressing < or >, it will switch to the loadout shown.
This is just an example of what you can do with my loadout switcher combined with close captions. Maybe one of you will make a class switcher on the same principle?
All of my screenshots are available on Photobucket (click here ) including the ones here and also some that I couldn't upload here. I have an example screenshot of every feature available, including the Uber Fully Charged and the Uber Deployed captions.
UPDATE 7/22/2012 - Added new caption features. When a Medic (friendly or enemy) is charged, a caption will appear that says Fully Charged! When a Medic (friendly or enemy again) uses the uber, a caption will appear that says Uber activated! When any building nearby gets sapped (friendly or enemy), a caption will appear notifying you of the building being sapped. When any class teleports nearby through a teleporter (friendly or enemy), a caption will appear that tells you what class just teleported.
I added the sappers and teleporter captions for help with spy checking. So if you are a pyro and you are helping an engineer, and you get the message, you can go unsap whatever is being sapped. And you can use the teleporter captions to detect if the enemy has a teleporter hidden in your base, though it should be fairly obvious.
UPDATE 8/9/2012 - Added new captions. The new caption is designed to resemble an NES controller. The B button will light up depending on which caption is used. It is available in Red, Green and Blue. you can see a preview of all three colors in the PhotoBucket. I made an NES controller because it was simple to make, and is easily recognizable. The B button is the typical button to fire, so it makes sense.
UPDATE 10/16/2012 - Added new captions. Seeing as how Mann vs Machine has some important voice lines in it for when a teammate is killed or when a new robot appears on the battlefield, I decided to add captions to the important voice clips. As you may know, only the Soldier, Engineer, Heavy and Medic have MvM-related voice clips, which is why only they have the MvM lines in the file. Examples of the voice clips include: A teammate killed, bomb picked up, bomb dropped, bomb carrier upgraded, giant robot entrance, giant robot picked up the bomb, entrance of a sentry buster, and some more. Some of the Heavy's lines are not working as of right now, not sure why, but I will look into it. If anyone can help me out, drop me a line!