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Changing language unfortunately is only possible to do via a command line switch.

You may create a desctop icon to start Prime and edit it so the program call is

"C:\Program Files\PTC\Mathcad Prime 11.0.0.0\MathcadPrime.exe" /culture:ru-RU

(The path may differ according to the version of Prime you are using and which path was chosen when Prime was installed) 

This does not work for files you open by double clicking on them.
For this to work you would have to fiddle around in the Windows registry.

Or you open Prime first via the modified desktop icon and then double click the file. This would open the file in the already running instance of Prime.

BTW, supported languages are: