Use a conversion application, such as HandBrake (https://handbrake.fr/), to combine the SRT caption file and MP4 video file into a single captioned video file:
How to Combine Captioning and Video Files into One Video File
In this tutorial we are using the open source application, HandBrake.
Download the Handbrake application onto your computer.
Open HandBrake and Browse on your computer to select your video. The location of this video file will display in the Handbrake Destination text box.
Select the tab Subtitles.
Under Tracks, select Add External SRT.
Browse on your computer and select the caption file.
Click on the Start button in Handbrake.
When processing is complete, the new video is added to your computer files.
You now have a video that includes captioning.