You mean a different Alphabet, not a different language. It's perfectly easy tot type Dutch, German, French or anything else with a latin alphabet. The Russians probably indeed have keyboards fitted for Cyrillic, so it makes sense that they can use that ingame.
To change the keyboard setup, you just have to press alt+shift, but first you have to add the language setup you want to use in your keyboard settings (control panel--> clock,language,region). Then you can switch between all languages you have marked.