Once you have the language files that you want to install on your computer go ahead and login into Joomla backend at [your_website]/administrator and go to Extensions > Install/Uninstall.
After installation you can set new installed langauge as default language for your Joomla website by going to Extensions > Language Manager and selecting the language for default.
Note: Installing a new language does not automatically translate the content of your website. It only set direction of text Right-to-Left and Left-to-Right and transalates most of backend strings into your new language. You still have to install and setup a language extension if you want to fully translate your Joomla site.