Can't get closed captions to display on new Samsung TV

[JaggedOne]

Just bought a new Samsung 40" UHDTV (UN40MU6290F) from Walmart. Got it up and running, and it's beautiful. But I've hit a snag. I'm ashamed to say that I can't figure out how to turn Closed Captions on. I found "Caption Settings" under Settings-->General-->Accessibility, and set it to ON, and Caption Mode under it to "Default" (I tried all the other settings as well). But no captions. I don't know what else to do. I am 67 and my hearing is not what it used to be. I used CC regularly on my old TV. This TV is visually lovely, but will not be of much use to me w/o CC. I must be missing something, or doing something wrong...I cannot imagine that a top-of-the-line 2017 UHD TV doesn't support CC.

[Maxinert]

Thank you so much.  That worked great for me..

[7759Sandy]

I have the UN55H6203AFXZA serious TV.  When I go to accessibility in settings and click on the closed caption option I get "This function is not available".  When I click on the CC button on the TV remote I get the same error message.  I have also tried going to Sounds then on additional settings then click on Audio Format and move it from PCM to Dolby Digital but the check mark will not move.  I am watching a show on cable TV and did check to make sure that it is in CC. Can someone please help me?