Seems you may have already figured it out, but to be perfectly clear, you must select "preferred installer version" from a dropdown menu before you start the dowload.

I think he already downloaded his preferred installer version.
By "OH MY GOD! Haven't seen the language setup.exe" he realized he had to go one step further: open "language setup.exe" (in "C:\GOG Games\Race Driver GRID" by default) and then choose the language from there.

In my case, I downloaded the Spanish installer, only to see there's no Spanish option in it: only English and German. So, the installer runs in English/German but no Spanish, and the game runs in English by default. I think that's an issue guys at GoG should fix (installer language, above all).

Cheers.

I downloaded the spanish installer, and the same case, the game was in english. I used the lenguage setup, and didn't work. But I ran the "lenguage setup" as administrator and this work (save and launch).
When I tried with GOG galaxy the problem come back. Then I had to change the propieties of compatibility of the "lenguge setup" in the install folder. (right click/propieties/compatibility/run this program as an administrator) then this work with GOG galaxy too.