Glad you like the demo 
The live demo is just a demo and it doesn't actually run a recipe – it just serves static content from custom, pre-defined API endpoints. It also adds the dropdowns that just discard everything and reload the app, which is nice for a demo, but doesn't really make much sense in a "real world" application. I'm explaining a bit more about this here:
The UI language is typically set in the config on startup so there's not really a built-in way to change it at runtime, although it could be possible. (I haven't tried this yet, but one option would be to update the config of the current annotation task to overwrite it on a per-task basis – like: window.prodigy.update({ config: { ui_lang: 'fr' }}). But now sure how that behaves, it might switch back when the next task is loaded.)