Hi,
Acymailing is using the language that matches your Joomla language settings for the frontend and backend automaticly. If you switch your language in Joomla, Aymailing automaticly adapts to that language. That's why there is no option in Acymailing to set a language.
If something is wrong with Acymailing's language file you always can download the latest version of it. Go to Configuration->Languages and click the edit button in front of it. In the next screen there's an option to dowanload the latest version of the lanaguage file in the top right corner.