On every page you see on the left side (at least with Monobook & Vector) that box labeled "languages" with this rack-wheel. Clicking on that wheel allows you to change the language (the dialog that shows up says "Change the language of menus. Content language will not be affected.") There you can select a different language.

Changing the language does not work, when Preferences -> tab "User Profile" -> Internationalisation has no checkmark at "Set a local exception for this global preference."

It works fine when there is some checkmark, allowing a local exception.