The problem is most likely caused by the keyboard and language setting of your Operating System,
The game uses your language settings to determine the language for the game. The problem lies in the fact that there are only a limited number of translations available for this game, so it can happen that the game switches to a language which is not available.
You can try the following solution:
Open the "config.cfg" file (located somewhere in your ufoai folder) with a text editor and change the following line:
set s_language "YOUR_OS_LANGUAGE"
to
set s_language "en_GB"
Note since you are using the win version the "en_GB" should be correct, if not try setting it to: "en_GB.UTF-8".
Note to developers: Perhaps it is a good idea to set the standard language to "en_GB.UTF-8" (in default config) unless a supported Operating System language is found.