I struggle with this also, there is no easy way to do it. You have to use a program called iMKVExtract, extract just the subtitle track and then add it via Subler to the file.
The problem I find is that at least 50% of the time the subtitle tracks contain the entire movie, not just non-english parts and you can't easily turn subtitles on/off like on an MKV via Plex, so you are looking at creating custom subtitle files for those movies.
If I am missing something let me know because I'm at the point where if it is just 5 minutes or so a movie I'm just going to let it go without subtitles.