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Choose On Demand
Select a general category, or use the right arrow to move into the movies selections
Navigate through the movie or show selections
Press OK to choose a movie or TV show
Choose Order or Watch
Maybe that episode is unavailable? You would need to be more specific.
Press Menu, On Demand, TV on demand.
Choose: Rio Closing Ceremonies
If it works there, it is an episode issue.
Yes, the first choice in each category takes you to the subscription process. It might be easier to create an account on the website, though. They offer a one month trial if you wish to test the waters before subscribing.