Follow these steps to enable or disable closed captions on a Fire TV device:
While the player is open, press the center button on your remote to view player options.
Select the Options gear icon in the bottom-right corner.
Select On to enable closed captions, or Off to disable them.
To customize your Fire TV captions, on your Fire TV menu select Settings > Accessibility > Closed Caption. From there, you can turn captions on/off, modify the text, color, etc.
Learn more about Fire TV accessibility features (Link opens in a new tab)here.