In general the language is choosen from the system language (or as defined by the installer).
Note: Changing the game-language to something else than the system default is currently not implemented in an easy-to-access way for all platforms.
or.. copy the file base/i18n/en/LC_MESSAGES/ufoai.mo to base/i18n/<yourlanguage>/LC_MESSAGES/ufoai.mo
or you can overwrite (or symlink) your wanted language .mo file to the one used by the game e.g. symlink "de/LC_MESSAGES/ufoai.mo" to "en/LC_MESSAGES/ufoai.mo"