You can add the <track> tag to the <audio> or <video> tags by editing the HTML in the Code tab.
You should also be able to add the <track> HTML in the Text or HTML
field in the Advanced tab of the Media Manager, but a bug in JCE Pro 2.9.36 currently prevents this. This is fixed in JCE Pro 2.9.37 RC - https://www.joomlacontenteditor.net/downloads/editor/pro/development
JCE Pro 2.9.37 will be released this week.
I will probably be adding a dedicated option to the Media Manager for adding / editing the <track> tag for audio and video in a future uptdate, but until then use the methods described above.