Currently Azure marketplace SQL Images are only available in English locale. If you want to change your SQL locale to any other than English, then you can deploy a virtual machine that contains SQL Server initially. We will walk through the steps involved in changing SQL Server language from English to Japanese in this blog.
SQL Server database engine executable file is common to all languages, you can store, extract, and search Japanese data without having to perform the following steps. The default collation of the database can be specified when the database is created. You can explicitly specify the collation of a table column, or if not, the collation of the database