Hey Ken,
That's a great question. First you have to click the check mark next to any languages you want to include with wyUpdate. Then build wyUpdate.
Then what happens is when wyUpdate starts it scans the "CurrentUICulture" of Windows and compares it against the included list of languages. If the culture code (e.g. "de-DE") matches, it uses that language.
Read up on changing the current UI culture.
Tell me if this helps.