Adobe doesn't offer any program to create closed captions. You'll need software from another vendor for that.
Once you have the CC files created, however, you can bring them into Premiere Pro and add them to the video. However, you can then only export to tape formats. PP can't at this time export files with CC, it can only do CC to tape.
Encore is the disk authoring application for DVDs and Blu-rays. I don't know what it's CC capabilities are. http://forums.adobe.com/community/encore/encore_general?view=discussions&start=0
Adobe doesn't offer any program to create closed captions.
You might want to check your facts: http://help.adobe.com/en_US/encore/cs/using/WS10C7FD4F-0F5C-40f6-BDB2-6D1AD9D301E9a.html
Now, as for the OP's needs, I am unaware of any Adobe program, that will allow CC in broadcast formats.
Good luck, and hope that JStrawn, or Kevin will increase my awareness.
You might want to check your facts:
"You create closed captions using a third-party captioning application" (From your posted link.)
OK, "create" will earn you 0.5 pts., but Encore processes CC material.
Awesome. (But I did say that I was unaware of what Encore could do with CC files once they were created.)