While watching a show:

Turn captions ON:

1. Select the Headphones icon in the lower right-hand corner. See example of the Headphones icon below:
   
2. Select the language you prefer

To turn them OFF:

1. Select the Headphones icon again
   
2. Select "OFF"

From the Home Screen:

Turn captions ON:

1. Select the "Settings" menu by clicking on the Gear Icon in the right-hand corner
2. Move the slider for "Closed Captions for All Video" to the ON position