I have never saw a single episode, so there is  a way to find those episodes ?, and if possible From Legal sources, without Download, with the subtitle.

Well you could buy it on DVD or Blu-ray... HBO Now is only available in the US and I think you're from Brazil, but maybe you could access it with a VPN/proxy. Basically anywhere you can watch it legally will most likely have a subtitle feature, the popular torrents will probably have subtitles too.

Maybe there is another streaming service in your country that has Game of Thrones.

Edit: Ah if you don't mind waiting a bit HBO announced they will launch their streaming services in Brazil by the end of the year.

I Think that is better to wait this HBO Service, thanks for the advice.

Well, there is always the option to watch online(which I do) or to download it.None of those options is actually legal, but im just giving you the options.Downloading it will most likelly give you the best quality, but it is harder, since you also need to download the subtitles and all.Watching online has lower graphic quality(which varies from site to site), but overall the quality is decent to good, and its really easy to find a site.Just google °watch online(and put the name of the series here)° and there should be plenty of options

Edit: Actually watching online is not illegal if Im not mistaken, since the fault falls over the site owner, not the one watching it.So there you go!