If you are working in English then you will be able to compile to most western languages, French, Italian, Spanish, German, Danish, Dutch, Swedish, Norwegian, Flemish and Irish, without changing your setup. But for languages that have very different codepages such as Arabic, Russian and Japanese, you will need to select that language and reboot into that language before compiling.
Let's say you successfully compile a Japanese project from an English setup. It might look fine, but it won't be. When the Microsoft compiler compiles your help file it uses the local settings of your computer to decide how the index is created and how full text searching is performed. So to avoid such issues you will need to setup your computer for the language you will be compiling in.