Hi UHD7200,
If you are using a streaming app, you may need to go into the Settings of that specific app and turn on Closed Captioning.
Otherwise, you can turn Closed Captions on/off and change the settings, such as separating it from the broadcast screen, font color, background color, size, position, language, etc., by going to Settings > All Settings> General > Accessibility > Caption Settings.
~Samsung Advisor