You have to download it on your PC first. You can install the Open Subtitles plugin (account on their site required) and it will auto-download subtitles. Free accounts are limited to 20 per day.
After you've installed the plugin, you will have to go into each library's settings and configure the languages to download, how specific of a match you want, and where to save the subtitles.
Jellyfin 10.10.6 (Docker)
Ubuntu 24.04.2 LTS w/HWE
Intel i3 12100
Intel Arc A380
OS drive - SK Hynix P41 1TB
Storage
4x WD Red Pro 6TB CMR in RAIDZ1