Yes, we do!
iOS Devices: When you start playing a video you'll see three dots in the bottom right of the player. Click these and you'll be able to turn captions on. Captions are currently only available in English.
Android Devices: You can access subtitles on Mila videos on Android by turning on "live captions" in your phones settings. Settings > Accessibility > Hearing Enhancements > Live Captions.