Thanks a lot.
I was aware, as it is stated for other games in the forum, that it might be in a "General.opt" file, but my windows "Search" didn't find it. And I always forgot that Steam application specific folders are not under "SteamApps", but under .... "Common"
By the way, may I say it's a pity that a game which is so verbose (and use high-level language to describe high-level mechanisms and concepts) has such a tricky/unnatural way of changing language.
I usually play my games in English, but that's definitively impossible there. (Almost) everybody knows what "New game" or "Loading data" means, a decent wargamer of course knows what "Supply", "Fog of War", "stack", "postures", "breach", "blockade" mean ; but in almost 40 years of wargaming (1977, to be precise), that's the first time I encounter the word "mustered" to describe an army levy/readiness. Much better English that the usual globish "army production", but quite difficult to handle... especially if you can't easily change language.
Anyway, Thanks again !