This is fairly formal, academic, written language.
The verb "to subject" can mean "to put something under one's power." For example, some dogs don't like to be washed, and you might say "He subjected the dog to a bath." In a monarchy, a queen rules over her "subjects."
A person who uses critical thinking examines every fact and every assumption. They check every fact. They challenge every assumption.
"Scrutiny" means close examination. A critical thinker put everything under a microscope.
There is also a verb form, "to scrutinize."
You could say "A critical thinker examines everything."
You could make it stronger: "a critical thinker scrutinizes everything."
Stronger yet, you could say "a critical thinker puts everything under scrutiny."
Or you can suggest that the thinker is being active, is dominating the facts, is forcing them to be examined: "a critical thinker subjects everything to scrutiny."