The store page says there is audio and text for several languages, however I can't change to the french download, looking at gog downloader links it does not appear to have any other language than English. Please, can anyone confirm.

It doesn't seem like there are other language downloads for the game at all for GOG Downloader links, however you can probably try changing the language this way:

1.) Go to where you have the game installed, 2.) go to the "base" folder and look for a file called "default.cfg", 3.) open that file with a text editor (e.g. Notepad, Notepad++) then add one of the following language settings at the very bottom of the file, and finally 4.) save the changes made on the file and try to run the game. You should be able to see it in a different language from English.

Available strings:
• set sys_lang "english"
• set sys_lang "french"
• set sys_lang "german"
• set sys_lang "italian"
• set sys_lang "japanese"
• set sys_lang "spanish"

Thank you both for the tip. I've got so used to the gog way of download the installer with the desired language that I did not expect to be able to change the language in game, like MarkoH01 said.

Si lo quieres poner en español puedes por set Language=Spanish asi funciono para mi DOOM 3 BFG, Para los que hablan español