To set as general preference:
rightclick > Options > Preferences > Subtitles [Subtitle properties]
At the right (at "Subtitle sample") you will see two tabs [Primary subtitles] and [Secondary subtitles].
Now (
for [Primary subtitles] respectively for [Secondary subtitles]) click on the button [Font].
In the Font-window select (at bottom) your appropriate
Script.
Alternatively (with video and subs already loaded):
rightclick > Subtitles > Primary/Secondary > Subtitle properties > Font...
Then select the appropriate
Script for the subtitles' language. (If you don't see an appropriate script, maybe try a different font.)