Try pressing the DISPLAY button on the remote until the test on the screen says CC1 ON.
Then just wait until the closed captioning text appears a few seconds later.
Here is a link to the User's Manual for your set in case you do not have it already:
To view the Owner's Manual with Operating Instructions just use your mouse to click on the link, which is the underlined and highlighted text just above. This will open a new web browser page automatically for you and allow you to view the information at the website indicated and the contents of the Owner's Manual.
You may need ADOBE READER installed on your computer to read PDF documents.
You can download this free at WWW.ADOBE.COM
Click on the DOWNLOAD ADOBE READER button on right side of the ADOBE home page when you get there, then follow the onscreen instructions to install the software on your computer.
See page 3 of the manual for a diagram of the remote control buttons. DISPLAY is button #15.
See page 25 of the manual for complete instructions on setting up the closed captioning feature.
I hope that was helpful to you, good luck and take care.