Any of the large electronics retail chains, like Yodobashi Camera and Bic Camera (which have several branches in downtown Tokyo), will have a DVD section with Disney movies. Disney movies are usually released in Japan with both the original English dialogue and Japanese dubbed dialogue on the same disc, allowing you to select which you want to hear using the disc's menu. They also usually have both English and Japanese captions, again selectable from the disc's menu.
However, be aware that changes are made between English and Japanese scripts. While the story and characterizations remain the same, phrases and specific vocabulary are regularly changed to keep the Japanese dialogue a length that the Japanese actors can say within the same amount of time as the English actors said their lines. These changes are especially significant for children's movies, like Frozen.
As a simple example, a character who's feeling really embarrassed might say, in the English script "Oh please just kill me right now." In Japanese, though, people don't say "kill me" to express embarrassment, and so the Japanese script might just have the character say "Mecha hazukashii," which means "Super embarrassed."
The overall emotion/meaning of the two lines is the same, but the components don't match up at all. However, the captions will match up with the dialogue for the same language. The English captions match the English dialogue, and the Japanese captions match the Japanese dialogue. So if you're watching the movie with Japanese dialogue and English captions, you'll hear the character say "Mecha hazukashii," but the captions will say "Oh God please just kill me right now." However, not one of those individual English words is part of the meaning of "Mecha hazukashii."
Again, since the captions match the script for their language, you could watch the movie with Japanese dialogue and Japanese captions. However, that simply gives you the Japanese script written in Japanese text. So you'll hear the character say "Mecha hazukashii," and the captions will say めちゃ恥ずかしい.
Unfortunately, there's no way to set up the disc to have Japanese dialogue and an English translation of what the Japanese characters are saying.
There are also many times where even the meanings of the English dialogue and Japanese dialogue for the same line are completely different. This often happens with jokes and cultural references, which are often swapped out for something entirely new that the writers think will work better for the Japanese dialogue.
As such, if you're hoping to learn some Japanese by watching Frozen with the Japanese dialogue and English captions, you're going to get limited results, since what the Japanese actors are saying is different from what the English captions say.