To add captions to any videos you have hosted through Youtube or Vimeo, follow along these tutorials to find out how:
Including caption options in videos is a mandate in some areas of the world so we highly recommend having captions on for your videos.
How to Add Captions to Videos on Youtube
How to Add Captions to Videos on Vimeo
Note: This is a setting that needs to be changed/activated from the respective sources that you have selected as this is a hosting third-party to Tutor LMS. Please contact your video hosting provider to further help.