Plex Movies - Extras subtitles

Hello
I know Plex supports Extras such as Trailers.
I have a Movie (.mkv) in my Media Server for which I have a Trailer (.mp4) and a subtitle for the Trailer.

When I play the Trailer in Plex, the subtitle doesn’t get loaded and I can’t choose it.
The trailer subtitle and the trailer have the same name and just different extension (.mp4 and .srt).
Am I doing something wrong, or does Plex simply not support this?

Thanks for clarifying

Extras only support internal subtitles.
Use something like MKVtoolnixGUI to combine your subtitle file with your video.

define ‘internal’ subtitles. Burn-in subtitles or SRT attached to .mp4 / .mkv?

“internal” as embedded into the file itself (I suppose that’s what you mean by “attached”).

can be closed.