Open the PBS app and navigate to a video you want to watch. Begin playing the video.
After the sponsorship message has finished, press the star (*) button on your Roku remote to bring up the closed captioning options.
With the Captions mode option highlighted, press the OK button on your Roku remote to change the Captions mode. Select On Always to turn captions on. Select Off if you wish to turn captions off.
After making your selection, press the star (*) button on your Roku remote to return to the video. Captions should begin to appear as the video resumes.