how to set/change the font style in database?
When using SQL, you can use any characters almost: that is, the sysname datatype which is nvarchar(128)

Example (copied Hindi and Urdu text from Wikipedia)

CREATE TABLE मानक (
    اردو int NOT NULL PRIMARY KEY,  --SQL editor reads *only* the column name right to left
    foobar int NULL
    );
SELECT TOP 1 * FROM sys.objects O ORDER BY O.create_date DESC;
DROP TABLE मानक;


If you mean in the GUI, then this should be Windows locale dependent. 

If you mean the GUI designers, then frankly I don't know because I use raw SQL. 

If you mean the actual SQL language, then it is English

Edit: Under Tools.. Options, you can select fonts. This may be what you want: