The US Blu-ray of Orphan Black Season One (distributed by BBC America) does have English subtitles. There are no, what are called in the States, SDH subtitles (Subtitles for the deaf or hard-of-hearing).
BTW, Orphan Black is outstanding television. Very Highly Recommended.
BBC 3's Facebook page says they will start broadcasting it in the UK on September 20, 2013 showing the first two episodes on the 20th.