In order to change the locale of Magento 2 Admin Panel, you need to click on your user icon in the upper right corner and go to Account Settings.
Then, find in the Account Information section Interface Locale select box, where choose the language you need.
Once you have finished don't forget to enter your current password in Your Password field and press the Save Account button.
Note that this change will affect only a selected customer, to change admin interface locale for another one, please navigate to System > Permissions > All Users to manage its settings.
1. Make sure you have the language pack for the corresponding language installed in case it wasn't applied. You can easily find a free language pack it Google (use query "Magento 2 XXX language pack").
2. If your Magento is in a production mode and you had your admin panel broke down, use CLI command bin/Magento setup:static-content:deploy xx_XX (xx_XX is your language code). This CLI command will recompile static content.