I don't know since I didn't download the game yet. I'm still waiting for either an official or a fan-made uncensor patch to be released. From what I saw in a YouTube gameplay video of an earlier version of the game, the settings should be under the third option in the game's Start Menu. Select the third option (A new screen will appear) and then play around with all of the options in the new screen that don't have a slider control next to the name of the option. You can also ask "UOA Plays", the creator of that gameplay video, how he switched everything from the default language, Chinese, to English.
SMASH!!!
sus