You have to serve the media. It’s not going on the firestick directly but you’ll either need a server backhand like jellyfin, or just set up an smb fileshare on your computer with all the media and point kodi at it.
“Mr Bubbles, we hit the jackpot!”
Negative
Max Payne
Ayn Rand on PCP
Quite a rabbit hole but you can look at bazarr which can be integrated with radarr (movies), sonarr (tv).
But Kodi also has a facility to download subs on the fly, as long as you set the sources.