C'mon... It's not really that hard.
You've downloaded the .dmg, double-clicked it and dragged the contents to somewhere on your harddrive - e.g. the Applications folder.
Now, open a Terminal (it's in Applications > Utilities > Terminal) and type the following (remember to press enter after the commands - case matters):
cd /Applications/Ufo.app/Contents/MacOS
./ufo +set s_language en
That's all there is to it - it's really no harder than if you were told to open up a text-editor and write "UFO:AI for the win!". :)
If there's anything you don't understand, you're welcome to ask for more specifics on it, but please, try to be more specific when you ask. It makes it a lot easier to help you. E.g. What are you trying to do? (Start UFO:AI on a mac - that's a given.) What have you tried to make it work? What happens, when you try that? (Obviously, UFO:AI doesn't start, otherwise you wouldn't be asking, but what does it do instead of starting?)
Hope it works out for you.