As the previous poster said, start with google. I search as follows:
Let's say I'm looking for subtitles for the movie Ghostbusters, for example. I enter the search "subtitles Ghostbusters" (without the quotes). This will give me a list of sites where subtitles can be found for the movie. The first hit I find will often lead me to the site of opensubtitles.org, as well a several others. When I find the subtitle file I want, there is one simple little trick that allows you to incorporate them into your movie. All you have to do is save the subtitle file to the same directory as your movie file, if you are playing the movie from your computer, or burn it with the movie to the same disk. The key to incorporating the subtitles is that the subtitle file must have exactly the same name as your movie file. So, all you do is copy the name of the movie file, and rename the subtitle file by pasting the movie title onto it. The files will retain their own individual types. So, if your movie file is named "Ghostbusters (1998) KLAXXON", but your subtitle file is called "Ghostbusters subs [ENG]", for example, renaming the subtitle file with the movie file's name, does not change the file type. In other words, if the movie file was called Ghostbusters (1998) KLAXXON.avi (the .avi is one type of video file), the subtitle file may automatically be called Ghostbusters (1998) KLAXXON.srt (.srt is one of the ways of identifying subtitle files). Your subtitle file will now be instantly found by your video file.
In most cases, I find that the subtitles appear automatically if I name the files identically. But, every once in a while, your video player may require you to use a menu to tell it to load the subtitles.
Hope this helps!