To play soft subs, you need three things: a sub file, a video file (known as a RAW file) and a player that will combine them.
I generally use raw files from J-raws.me (each page should have a link to the relevant RAW).
My preferred player is VLC which you can find here.
Before you play the files, make sure the RAW video file and the sub file are in the same folder and have exactly the same name. I always copy and paste from one to the other just to make sure, if there’s so much as a space different, it won’t work.
Then just open the video file with VLC (or other compatible player) and it should play with subs.
If it doesn’t, click Subtitle in the top bar, click Add Subtitle File and then browse to the sub file.