Subtitles are supported by Samsung TVs
You should install a media server on your PC to stream your MKV file and your external subtitle file (usually .SRT). Make sure the .SRT file has the same name as your .MKV and is in the same folder. Choose a media server that streams subtitles - Mezzmo, Serviio, PS3MS, etc. I do not recommend AllShare. If you don't see subtitles, then one reason is that your .SRT may be corrupted & your TV may be rejecting it.