Closed Captioning

I am struggling to put on Closed captioning for the zoom class that I am in ... I have already tried clicking on the zoom tab and did not see anything. I clicked on the "more" tab and there was only an option that said "stop incoming video"... I even went to settings and clicked for "manual captions"... "automated captions" and "save captions" and I still don't have closed captioning.

Would anyone be able to help with this?

Thanks