If you downloaded a video file, and it came with a .sub file, then as you probably guessed, the SUB file contains subtitles for the video. If the SUB file contains subtitles in graphic format, there should also be a matching IDX file. If you don’t need the subtitles, you can delete both the SUB file and the IDX file and your video player won’t mind. If you do need the subtitles, make sure to keep the IDX file because it tells your video player when to show the subtitles.