It would help to know what app you're using. Asian movies/shows often have the subtitles "baked" into the video, so there's no way to change them. You can see "Captions style" under the Accessibility settings (from the Home Screen - Settings->Accessibility->Captions style), but if no changes there affect what you're seeing then you can be pretty sure that the subtitles are part of the video. You can also see if there are any subtitles available by pressing * on your Roku remote while the video is playing and going to "Accessibility & language" and see what it says under "Captioning track". It's up to the provider to include subtitles.
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