Adobe Encore is a DVD authoring software that allows you to add closed caption and subtitle tracks to video projects.
Captions and subtitles differ in that subtitles are intended for viewers who can hear the audio but may not understand the language, while closed captions assume that the viewer cannot hear the audio.
Note that while DVDs can support closed captions, HDMI cannot transmit closed caption data. You will need to play the DVD from a player with an analog connection to the TV.
If you are playing the DVD on a computer, make sure you are using a DVD player that has the capacity to turn captions on and off. The VLC player is a good free software that supports closed captions.