You did not create Open Captions: those are CEA-608 Closed Captions. What is your end goal with the captions: burned in, display on Youtube, delivery for broadcast?
Open Captions require no PR monitor setup to display. Closed Captions require being Enabled, and then also to set the caption settings to the type and stream that you have. (Wrench icon on the Source and Program monitors - each set separately.)