Since Captioning is made at the video level (and not at the player), you need to navigate into the settings for a specific video.
- From the Vidyard dashboard, click Content > Players
- Hover over the player that has the video and select Video
- Click Edit to the right of the video
Note: If you are not able to see this edit button, this indicates you are within a role in your current group that does not have the Edit Players permission enabled. Please contact your group admin to enable this permission for your role or to move you into another role.