I am new to Sitecore where I have a requirement to show the subtitles with the Video. After uploading the video in azure media services, I am successfully able to generate the subtitles but I am no where able to find the option to upload because of recent changes in UI.
Akash - What are you trying to achieve by uploading the captions to the video?
Normally you would do that by providing the URL to the VTT file in storage directly. The VTT file could be in the Asset folder, or in a separate asset.
Most web player frameworks support side-car VTT files. In our own AMP player you can set it in the advanced options Azure Media Player (azureedge.net) AMP with track By clicking on the Add Tracks and adding the VTT URL to it I believe.