Subtitles often accompany videos in a separate ".srt" file, one file for each language, usually. The player on your computer might look for this file and use them automatically (usually if the subtitles file has the same name as the video file). However, if your TV doesn't know how to read these files, you might be out of luck. It really depends on the capability of the TV. Also, you might have to choose an option on the TV to get it to start using the subtitles, if it is capable of playing them, then it might just be switched off (by default).
If you want to add the subtitles to the video and make them permanent (always on), there are ways to do this - 'hardcoded' subtitles would mean the subs become part of the video data so would be visible anywhere, but you would not be able to turn them off or change languages...