You can change the language in-game - go to "Options", then select "English" right at the top.
BTW "Options" should be the third item in the main menu when the game starts (since this will likely also be in Russian). The setting to "English" should be obvious after that.
I feel stupid for asking this, but I don't see option to change language anywhere, see screenshot: https://imgur.com/a/fSTnP
According to the game manual, this is where the language option should be, but it is not there. If it is, I don't see it.
Can someone point me to it?
As Gremlion said, it should have been the very first option right up the top - on mine the only thing that is readable in English (if I start it in Russian) is the word "English" - everything else is in the Cyrillic alphabet as per your screenshot.
I've never had it not appear, but I've also never had it start in Russian either. It's possible the game uses your locale settings in Windows to determine what to show when it first starts, so it maybe guesses Russian is the best match?
At any rate, one of Gremlion's suggestions should hopefully work for you - either a restart or the file edit if that doesn't work.