Please make sure the video has closed captions added to it. If they are auto-generated, the uploader of the video would need to create captions/add the transcription to it and then you would be able to display that on ScreenCloud. If the video does not have a closed captions file added or the video owner disables captions, the video will not playback with captions on ScreenCloud. You can click here for a support article from Google on how to create transcription files.