Closed captioned DVDs

This is a question from a friend of mine:

I have FCP Studio on a Mac G4 edit system. I have a digibeta master of a documentary that aired on PBS, with closed captioning as required by them. Once I have a DVD made with closed captioning included, is it necessary to set up a menu on the DVD in order to select the closed captioning feature, or can anyone do this on their tv monitor when they run the DVD? If there is a need to set up this menu, can it be done using Final Cut Pro Studio?

Can anyone help with this?

Thanks,
Toni