Naruto Shippuden: Ultimate Ninja STORM 4 is now available on Steam for PC and when you load up the game, there is no option from the main menu to change the language settings. You may be able to resolve this problem by following the steps in this guide.
How To Change Language in Naruto Shippuden: Ultimate Ninja STORM 4
From Steam, go to your game library and right-click on Naruto Shippuden: Ultimate Ninja STORM 4 from the left-hand sidebar. Select Properties and choose the Language tab. After, select English as the language you wish to play the game in.
Of course, you can choose which language you prefer to play the game in from the drop-down menu.
In addition, you should also try changing your localization settings to English.
For those who set their language to English but still see Chinese :
This seems to be a problem affecting some Naruto Shippuden: Ultimate Ninja STORM 4 PC gamers. Bandai Namco should eventually make a patch available to those who are affected by this problem of setting your localization settings to English does not work.