Hi,
the Windows version seems to come in 3 languages (english, german, french) which need to be downloaded separately. You can choose the language at the download site but switching the language after installation seems not (easily) possible.
The Linux version of the game comes with 3 language folders in the installation path (de, en, fr) which hold the sub folders data, gli, misc and voice. The language is chosen on first start of the game and stored in ~/.AirlineTycoonDeluxe/language.ini. Thus switching the language on linux seems to be easy.
If you want to have the possibility to switch the language in Windows I assume you can just replace the folders DATA, GLI, MISC and VOICE of your installation by the ones of the other language installation. You may use a batch script to put the correct folders in place when starting the game in your favorite language. To have this you will most likely need to download the english version as well as your favorite language. However, I am not sure whether this is worth the effort. The most simple way would be to have both version installed (if this works).
Best regards,
Felix