This setting applies to the video player, so this turns on CC for all programs, not just the one you're currently watching. If you want to change how captions appear, click the settings icon ( ) and go toClosed Captioning, then clickCustomize Display. That's it! Now whenever you watch...
This will present you with a caption icon. Use the Roku remote left and right arrows to highlight Audio Description, Secondary Audio Program, or Closed Captioning. You can then select OK to turn the option on or off. From any live channel, you can access the Mini Menu by selecting Mini...