I see two different apps in the Channel Store labeled URDU. I also noticed they are offered by two different providers. You need to contact those providers to see if a) they offer captions in their service and b) how to turn captions off/on within their app.
Roku does not provide the apps for 3rd parties and cannot tell you how they work within the app. Only the app provider can assist with that, although other users of the same app might be able to answer your question.
Dan
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