With the emulator or the game?
For the emulator you can just edit the .ini file. Goto my documents\pcsx2\inis and double click on PCSX2_ui.ini a few lines down you'll see a line LanguageCode= which may be set to english or default. Default will be whatever your computer is in as long as their is a translation available. For example if you want spanish you would have to change it to LanguageCode=es_ES
You can see what languages and therefor the codes for them in the regular install path of pcsx2 under the folder - lang
Also you can visit the official site if your language is not present and see if they have a translation done.
As for the games it depends on the region of the games ISO.
