No subtitles when playing video from an other devices on Windows media player (K-lite WMP windows 8.1)

I originally installed k-lite so that I can read subtitles on windows media player, however, if I try use the play to function to another device such as a phone, a PS4 or a TV, it does not show the subtitles in the videos.

My video is a MP4 and the subtitle is a SRT file with the same name except for file extension.

The PlayTo function of Windows does not support subtitles.

You will need to use a more advanced DLNA server for that functionality. Another advantage would be that you can access the content directly from the device, instead of having to use the PC to start playback. There are lots of choices available: Plex, Serviio, PS3MediaServer, etc.