There doesn't seem a way to change the language in-game, so we have to go into the settings file. For that we do the following:

1. Go into "%localappdata%\BoltgunWOV\Saved\Config\WindowsNoEditor", you can access this directory using the address bar at the top of the File Explorer or use the Run window (Control + Windows key)
   
2. Open GameUserSettings.ini
   
3. Under [/script/boltgun.bggameusersettings] change CurrentCulture to your desired langauge, en for english.
   
4. Save changes and open your game

I currently don't have a list of supported languages as the Steam page only list english despite the game being able to launch in other languages, feel free to list them in the comments if you know them!