When installing Rhino, you are asked about which languages you want the installer to add. If you don’t select them during installation, they will not be available later on (In “Tools, Options, Appearance”).
If you installed it, the it’s available so you can switch to it.
Run Options > Appearance
Click on the language drop-down on the Options page.
Choose French and restart Rhino.
Installing French does not switch Rhino to French.
It adds the language support.