A family of Microsoft spreadsheet software with tools for analyzing, charting, and communicating data.
It isn't clear what you're actually asking for... It could be either or both of two possibilities :-)
The first is that you want the User Interface -- Menus, Help, dialogs, etc. -- to display in English rather than Finnish. Mac Office is language specific, so you cannot change how your version displays. If you would prefer to work in the English release rather than the Finnish release, see the pinned ANSWERS thread on that subject:
How can I install Office for Mac 2011 in a different language?
The other possibility is that you're referring only to the language of the content you enter into your document. This can be a little confusing because language formatting can be applied just like Bold or Italic, but it isn't visible.
Regardless of whether your version is Finnish, Spanish, English, etc., for Spell/Grammar checking purposes you can format your content as whatever language it should be -- in fact, you can have some content formatted as one language & other content in the same document formatted as another. Select the content & go to Tools> Language. Assuming they're installed, the Proofing Tools for that language will be used by the Spelling & Grammar checking regardless of what your 'default' language or Language version is. If the proper Proofing Tools aren't installed the content simply isn't checked. [Yes, you can even format text as language (e.g., Korean, Ukrainian) for which Proofing Tools are not available.]
Only Word has an option to set the default Language for new documents... The other apps default to the language of the version, but that can be changed by creating templates formatted for the preferred language.