To have subtitles translated to a language you need to change Steam to that language.
Go to Steam > Properties > Interface > Select Language.
Let steam restart and now subtitles will load with the new language.
To have translated menus you need to do the following.
Go to your Steam library and right click the game.
Select properties. Then the Language tab.
Select a language from the drop down menu.
Only "load last autosave" shows in menu. No load options for previously saved games.
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