Its the .mkv file, right? you cant simply add a .mkv video cause it doesnt take the subs. First you need to extract the subs and THEN add them after you add the video. You need a program called MKVExtract GUI ti handle it. You can download it here:
MKVExtractGUI & MKVE Wizard 1.6.4.1/1.2 - VideoHelp.com Downloads