fernando70 You shouldn't really need to change anything on your computer itself. Ideally there will be several different sub files in the CC drop down for you to select in the language you're choosing for whatever title you're watching. Some files might not generate, while others might be a bit out of sync, so it's really a matter of just selecting different files until you find one that works the best. Unfortunately, if there aren't multiple files available in your desired language, then you're kind of out of luck unless a new sub file gets added in.
Subtitles are added automatically and can't be manipulated by LM, but if there is a movie or show that doesn't have the subs you want, or if the active set isn't working properly, you can always go to sites like opensutbitles.org, download the relevant subtitles and upload it directly to the player as a custom subs set - just make sure it is in .srt format.
Hope this helps!!