Video captions in Windows Media Player

Windows Media Player versions 9 and 10

Open the 'Play' menu, choose 'Captions and Subtitles', and select 'On if Available'.
If this does not display captions, try opening the 'Tools' menu, selecting 'Options', then the 'Security' tab, and select the 'Show local captions when present' check box.
The keyboard shortcut CTRL+Shift+C also toggles captions on or off.

Windows Media Player version 8 or lower

Open the View menu, choose 'Now Playing Tools' and then select 'Captions'.

If the video appears very small

If the video is running in a tiny corner of your screen, look for the maximize icon in the top right corner of the Media Player screen. Click on it to open the video to a larger size. This may also help with the display of captions.