In the app, tap the video to make the player controls appear, then tap CC in the lower right corner to toggle closed captioning on and off.

You can manage captions further in Settings on your iOS device. Tap General > Accessibility > Subtitles and Captioning for more options.

If you don't see captions, or if you're having trouble getting them to work, feel free to submit your comments or concerns here: http://media.viacom.com/accessibility/.