It looks like you have already created a caption track and that track is empty. Now the question is: how do you want to generate your captions? Here some typical options...
a) automatically transcribe a video and then create captions from that transcription
b) manually create them
c) from an SRT
Here's how to do it:
a) you will need to select your video/audio in the Project panel and as @Ishan Y pointed out, go to the Transcription tab in the Text panel and click on transcribe and take it from there
b) select the sequnce and click on the plus button in the Captions tab in the Text panel
c) import your SRT into Premiere Pro and drag and drop it onto your captions track in the timeline