Yes, there is a method. Go to the overview list of the tv series you want and click on the download icon next to "Season 1" (or whichever season).
For example:
Mind you, you will download ALL subtitles of ALL episodes of season 1. For some series/languages this can be quite a lot and there is a limit to how many subs you can download per day (200). When you exceed that limit, you will have to wait one day before you can get more. In the above example (Game of Thrones, English, Season 1), your daily limit of 200 is NOT enough to download all.