In order to install new languages on your NAO this is what you need to do:
1. Chose the language you want to add and let us know. Adding the language has to be done by Softbank Robotics, we can ask for you.
When you chose a language check out what language is available and what can be done with the language you selected. Here's a link for that.
2. Once the language is added you will be able to see it on the robot webpage under " advanced settings" .
3. In your Choregraphe program in order to switch to the language for speech you need drag and drop one of the two boxes about language setting, it looks like :
You can now have you NAO speak in a different language! Enjoy.