There is no way to ad closed captioning currently. But this might be added in the next presenter releases.
As a work around, in the slide notes, you may paste the transcript for that particular slide. You do it for all the slides.
Publish your presentation. User may access the transcript using the Notes pane in the side bar of the published output.
You can also change the name of the Notes tab and force it to be the tab tha is in-front when the presentation launches. This can better ensure that those who need that text see it. I've seen the Notes tab called Captions or Script by many of our clients.