Use any resource editor to translate string table and dialogs.
Rename WinUAE_default.dll to WinUAE_<language>.dll
(for example WinUAE_Finnish.dll, WinUAE_German.dll)

Copy translated and rename dll to WinUAE's directory.
WinUAE use it automatically.

Note: version numbers must match or dll is ignored by WinUAE.