how do I download film subtitles with original language (Pan's Labyrinth in Spanish but with Spanish subtitles)? I only have access to Spanish language but English subtitles always on.

If the Spanish version with Spanish subtitles isn't available in your country's store then it's because the rights-holder hasn't granted Apple a license sell it there. You could try contacting the film studio and ask them to make it available in your country, and potentially also try requesting it via iTunes (though it will need the file studio/rights-holder's agreement) : http://www.apple.com/feedback/itunes.html