What version of InDesign?
I would like to know this also, although for Chinese. I'm running 2015.
Go to C:\Program Files\Adobe\Adobe InDesign CC 2015 (32-bit)\Presets\InDesign Shortcut Sets
Check it out for further http://indesignsecrets.com/change-ui-language-indesign-cs6-cc.php
Do you want to change the correct language of your text? You have to adjust the paragraph and character styles.
You need to have a Chinese Version installed.
Do you want to change the user interface, if you have a Chinese OS you can change the language in the CC Desktop Application and install ADDITIONALLY the Chinese version. This is also the correct way to install Chinese functionality, if you want to stay with an English or Western UI and run InDesign it will always choose the UI according to the OS settings, if this UI is available and installed.
If you want to run a Chinese UI on a Western OS, you have to uninstall all Western languages before.
Same is valid accordingly for all other languages too.
Shotcut sets have nothing to do with the change of language, neither with UI nor with text language. Shortcuts are more related to the keyboard layout. Ok, this has some relation to the language where the user comes from, but it could be very different to the language of program or OS.