Yes, most television programmes are subtitled, but this varies according to the channel / broadcaster.
You can enable subtitles going to Settings -> Accessibility -> Audio trace and subtitles
Select the subtitle setting by pressing arrows keys on your remote control and Confirm
The selected item will appear on the Accessibility page.
You can also enable subtitles by playing the programme and selecting the setting icon on the panel displayed at the bottom of the screen. Use the right key on the remote to select the subtitle language