While viewing a LiveTV channel in full screen, depress the 'Info' button on the remote control unit (RCU).
You should see some channel info appear at the bottom of the screen. There is a 'down' arrow with the word 'Actions' ... so depress the 'down' button on RCU and then select 'Settings' and then select 'Subtitles' and then turn on CC by selecting 'Closed Caption1'
Info > Down Arrow > Settings > Subtitles > Closed Caption1