Supported features differ depending on the specific model of TV being used. Not all Prime Video titles support all features.
If subtitles are supported for your device and available for the video you're watching, you will need to select the language that you wish to have subtitles or captions are displayed in before playback. On the title's Overview screen, press up then right in order to select Subtitles. If captions are available, they'll be denoted by the icon.
During playback of a title which supports subtitles or captions, select the icon from the playback menu. You may need to press the enter button on your remote control or similar on a games controller to access this menu.
You can also adjust the size and color of the text used for subtitles via the Subtitles Settings menu. If your device supports it, presets can also be created and selected.
Many Prime Video titles include subtitles, alternative tracks, audio descriptions, or a combination of those. The range of supported features will depend on the device you are using.