How do I turn on subtitles that already are present in a video (.mp4 file)?

Warren may be right. But the more likely possibility is that you have a sidecar file in the same directory as the mp4. I think it is the default VLC setting to make such a file available as subtitles to select. If that is it, you just need to import the sidecar to PR.

Stan

It sounds like your captions may be embedded in the MP4 file.  "Premiere Pro supports embedding into and decoding from the following file formats: MOV, DNxHD MXF Op1a, MXF Op1a."

https://helpx.adobe.com/premiere-pro/using/working-with-captions.html

If the subtitles are embedded in the MP4, you'll need to find something that can extract them.  This article offers suggestions on how to do that for free (includes an option for VLC Player): https://www.flexclip.com/learn/extract-subtitles-from-video.html

In order to import into Premere Pro, the subtitles need to be saved as an SRT file.  If that's not available when you extract the subtitles, you'd want to convert whatever format you get to SRT for Premiere Pro.