In the macOS version of Microsoft Word the language setting is slightly different. To change the editing language you must go to the menu? Tools / Language? and there choose the desired language. If you want to use the new editing language as the standard language for all new documents, click the "Standard" button.
In macOS the display language of Word cannot be changed regardless of the operating system. In this case, Word always takes the system setting. Therefore, if you want to change the display language of the user interface, you will have to change the language of the operating system. This setting is found in the Apple menu in the "System Settings / Language & Region" section.