I used open captions. It was ages ago that add the captions and have since changed computer. Not sure if they are burned on? How would I check?
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As Stan suggested, editing a caption won't be possible if it was burned into the video file. If it was exported as a sidecar file, you may edit it in Premiere Pro. Please refer to this link to learn more about importing captions in Premiere Pro. Hope you find it useful.
If they were Open Captions, then they are either burned in, or they were exported as a sidecar. You appear to be referring to a single file, in which you can see the captions. Therefore, they must be burned in and cannot be edited as captions without going back to an original video without captions burned in and/or project.
You can try to edit the video to place the correct text in place of what is there.