At the main menu the selections are:

• Start Game
  
• Load Game
  
• Extras
  
• Options
  
• Help
  
• Quit

You want the forth one down Options, which should display the settings screen including language selection.

Select your required language, (everything, except for the window title which only seems to change after restarting the game, should change into the selected language) then select 'Return' from the top of the menu.

Quit the game, then restart it to confirm that the language is now changed.