Closed captioning CC options are controlled by the third-parties who provide the content, so the way these controls are displayed varies depending on the content provider.
For some content (especially YouTube), you can also click on the show, movie or channel that's playing and then press the "c" key on your keyboard to bring up closed captioning. However, this option is not always available.
Below are some other examples of how CC controls will be displayed in the various players.
In most cases, the CC controls can be accessed by clicking the CC icon in the bottom control bar of a player.