To set the language for your course, go here:
...making sure to replace YOUR_COURSE with your course's unique web address.
You can also find the "Language" page on your course's "Overview" page, under "Settings":
The Language page will look something like this:
Select your language by clicking on the dropdown menu:
Some languages also have a specific locale you can choose:
After you have selected your language and your locale, click "Update Course":
OK, that's it!