Closed Captioning is available for each of the films offered in the FYC app. Once you begin playing one of the films, the closed captioning feature will be available in the playback settings, located at the bottom of the screen. From this menu you will have the option of toggling captions on or off. 

On the Desktop, iOS and Android applications you will see a gear icon in the lower right corner of your screen. Click the gear to access your playback and caption settings. 

Apple TV:

While the movie is playing swipe from top to bottom on the Siri Remote's Touch Surface. A menu will appear, use the Touch Surface to select the message bubble icon (icon next to gear in lower right corner) and enable subtitles.