To turn on closed captions in the mobile iOS or Android app, simply tap the video while it's playing. If the video is closed caption enabled, you'll see a button labeled "CC" towards the bottom. Tap the "CC" button to turn closed captions on, and tap the "CC" button again to turn closed captions off.
To turn on closed captions for the Roku app, press the * button on your Roku remote and under Closed Captions set to On.
To turn on closed captions for the Amazon Fire TV app, press the Menu button during video playback on your Fire TV remote, select Subtitles and set to On.
To turn on closed captions for the Xbox One app, select System > Settings, choose Ease of Access, select Closed Captioning, and set to On.