Please note that this might differ from title to title. But if you are not sure how to change the language of your game, please verify first if your preferred language is listed on the respective product page.
Afterwards, see if one these methods apply to your game:
GOG GALAXY:
1) Select the game in "Owned games", click the customization button in the top bar →Manage installation →Configure →Language.
Select your language and press OK. The language version will then be downloaded.
2) Select the game in "Owned games", click the customization button in the top bar →Additional executables →Language setup.
3) If none of the above mentioned options can be applied, the game's language will most likely be changed ingame. Start the game and verify if there is a launcher menu with a language selection or if you can find such option in the a settings menu.
Offline installer
1) After running the offline installer, select "Options" in the lower left corner, and then select the game language before the installation is initiated.
2) Click the game in your library (https://www.gog.com/account), and select your preferred language in the drop-down menu before downloading the setup files.
3) After the game was installed, open it's directory and look for a Language_setup.exe.
4) If none of the above mentioned options apply, the game's language will most likely be changed ingame. Start the game and verify if there is a launcher menu with a language selection or if you can find such option in the a settings menu.