To add a new language to the system you will first need access to the "System" page under the main Admin menu. From here navigate to "Language settings" using the left-hand menu and use the fields on the screen to add a custom name for the language(for example a local language name like "Suomi" for "Finnish"), select a language culture from the available drop-down menu and a language flag to reflect the language in the UI when the user selects it. 

Finally, use the "Add language" button to add it to the list and save your changes. 

If you don't see the option to change language in the top-right menu after adding more than one language then it is likely you will need your role permissions modified. This can be done under Admin -> Roles & Security. The role permission you will need selected is "User: Allow the user to change language". This will need to be checked for every role whose users you wish to be able to select their language.

A default language can be set under Admin -> Site -> User settings using the setting for "Default/Public user language". This will allow you to set a default language for all new users.