1) Go to
{game_folder}\Engine\Binaries\ThirdParty\Steamworks\Steamv154\Win64

2) Edit steam_api64.ini

Change Language from 'english' to your desired one (in my case 'italian')

3) Reload the game :)

Tested on EMPRESS' cracked version, would probably work for uncracked version too (the path should be steam/steamapps/common but not sure if the game structure is the same honestly)