I didn't download this game. However, check the installed game's folder for a text file called "steam_emu.ini". If it exists, open it with Notepad and search for "language". If you find it then you should be able to edit it to "English", save the file, close it and then try to start the game again with English as the default language.
Again, I didn't download this game, so I don't know what's inside the installed game's folder. Try looking inside the entire installed game's folder (Search all of the sub folders) for some text file (A file with an extension of ".ini" or ".txt") that might have the default language settings inside of it which you can edit and save. If there's no "steam_emu.ini" then try to look for a "settings.txt" or even a "languages.ini".
This version of the game is in Simplified Chinese and cannot be changed. The game files seem to be region-locked on Steam in order for the developer to comply with the Japanese law. That version of the game has mosaic censorship, while the other regions don't.