Hi,
The simple solution is to inspect the subtitle panel's StandardUISubtitlePanel component. Tick Add Speaker Name, and set Speaker Name Format to something like:
The "\n" indicates a line break.
{0} is the actor name and {1} is the dialogue text.
<color=red>{0}</color> colors the actor name red. If you prefer to have unique colors for each character, remove the color tags from the Speaker Name Format, and add them to the actor's Display Name.
If you only want to show actor names when a new actor is speaking, you'll need to do a little scripting. From your screenshot I don't think this is the case, but I thought I'd mention it.