If the language used in video is in a foreign language, how do I make captions in English?

The difference in language length, especially between spoken and written translations is a very common problem. There is no simple solution. An expert film translator can do a lot, but sometimes there is nothing that can be done, text has to be omitted, sometimes even the video is speed changed slightly. With pitch shifting it’s not really noticeable. There is no solution except careful work and a good translator.

Subtitles are titles. Captions are closed and activated by the TV set controls. Titles are created from the Title browser in the upper left. Captions are created from the Edit menu down near the bottom.

Is your system in English? If the application is English the captions will be as well.

I guess I don’t understand the question.

I don't know Final Cut Pro, but the OP is likely asking if anyone knows the procedure for creating subtitles or captions using this software.

I am thinking that the OP was thinking about some automatic transcription/translation software.

I am afraid I can't help with that, but that was my understanding of the matter.