When you are playing a course, hitting the Options button brings up options to include Closed captioning. It should be always on, right?
Go down to Accessibility & captions. Closed captioning is on, right?
Go down to Captioning track. Does it show one available for that course?
Roku Community Streaming Expert
Note: I am not a Roku employee.
If this post solves your problem please help others find this answer and click "Accept as Solution."