My host is Japanese.

Support representative on the server does not seem to know, it was a vague answer.

I also so a beginner still, I am not understand with the server relationship.

Your host really should know about this. It is in any case server configuration. It would be very strange for a Japanese host not to have the Japanese locale installed.

You can try this tool: http://www.zenphoto.org/news/list_locales

I have to try the list_locales.

Http Accept Languages:
Key 　1.0-ja　　
code　ja
coef　1.0
morecode
fullcode　ja
　 　　　　　

Supported locales:
C
POSIX
iso_8859_1

Where to do I change?

If you have Japanese apparently but it is not working something is not setup correctly. Only your host can help with that as this is server configuration outside of Zenphoto's responsibility.

All right.
I will ask to my host.

I appreciate your kindness.