Open your project in Adobe Premiere Pro
Import your video if it is not already in the timeline
Go to the Text panel
Select Captions and Graphics
Click Create New Caption Track or New Caption
Choose the caption format you want
Add a caption clip to the timeline
Place the caption clip where you want the text to appear
Double-click the caption clip to edit the text
Type your caption text
Adjust the timing by trimming the caption clip
Repeat for additional captions
Use the Essential Graphics panel to change font, size, color, and position
Play back the sequence to check timing and readability
Export the video and make sure captions are included or exported as a separate file if needed