Seems like GOG doesn't want to update this game at all, inserting all the languages available back at the day one.
So, with this little guide you can change the language and (most) of the written stuff in italian.

First of all, you'll need the italian version of Lighthouse, which had its own subtitle, "Lighthouse - Il Faro".
Extra points if physical, or else things will get a little hectic since it wasn't really a Major hit, back then, it earned the title of niche game. The only internet site who had the two ISOs was Arena80, until every link was removed due to copyright laws violation.

The only one who has them is Internet Archive, of which i'll leave the link as a png attachment.

Once you're down downloading them, just open the two isos and copy and paste every single file into the GOG galaxy/Games/Lighthouse directory. Merge the files when asked.
Now you should be ready to play Lighthouse - il faro, even if the main menu is still in english.

If the audio and text are still in english despite all of this work, prepare your anus because we need to mess everything up.

From the Lighthouse folder Inside the GOG directory, we need to open scummvm and change the settings from there.
Once Scummvm is open, you need to search the OTHER version of Lighthouse, which will result as "Lighthouse - The Dark Being (CD/DOS/ENGLISH), but this is the one in italian, hence you keep it while you'll remove the other one resulting as (DOS/ENGLISH).

Now you can play Lighthouse in all of its late 90s-new-agey glory, and in italian too!

EDIT: my english ain't perfect since i'm italian, so its the grammar in my mind.