To turn captions on or off on your Roku device, please use Roku's universal setting. From the Roku homescreen, select Settings > Captions > Captions Mode > On. If captions are available on an Acorn program then they will appear as long as your Roku has captions enabled in Settings.
You can also press the * button on your Roku remote to enable or disable captions.
For more information on captions on Roku, please visit Roku Support's closed captioning page.