Pressing the "subtitles" button on your remote should toggle subtitles on/off. Also pressing "info" and scrolling down to the (IIRC) third tab should prompt you for whether subtitles are on, and whether the programme in question has this.
It's only quite recently that VM have begun to offer subtitles on OnDemand content - for many years it was just not available. I'm not near my V6 to double-check, but IIRC it's some C5 & Sky One programmes that were having them initially. You may find the All-4 branded app (Home > Apps > All Apps > Channel 4) might have them, if the VoD version doesn't. The broadcast programme - and hence any recording - almost certainly will.
Check the info panel and scroll down - that'll be pretty conclusive either way.
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