First, make sure the game isn't running.
In your file explorer, open the installation directory of Men of War (for example "C:\Program Files (x86)"). It should look like <installation directory>\GameSessions\Men Of War Assault Squad. Run the application called "LanguageSelector".
It opens a window with several languages you can choose from. Select the one you want, and click on "Set Language". Once it's done, the language selected will turn green.
You can now close this application and launch the game.