The only way that PrPro can add sub-titles is by using Titles, like Lower-Thirds, and then typing in the necessary Text. Note: this will burn in these Titles.
For real Sub-titling, this is done in Encore, for production to DVD/BD, or to a Flash disc. That is real Sub-titling, and can be turned ON/OFF, plus you can have many languages (8, IIRC ?).