Closed captions can be toggled using the POUND (#) button on the remote, just below the number 9 of the number pad.
When you press the button, a pop-up message will appear towards the bottom-right of the screen indicating the current mode. Press the # button repeatedly to change modes, and stop pressing when you see the desired mode.
If this does not achieve the expected result, please attempt to press the STB button (top-right of remote) and try again.
Alternatively, the Closed Captions mode can also be managed in the Display menu. You can access this menu by pressing the MENU button, then navigate to SETTINGS, and then DISPLAY. The display menu is shown below: