As a first consideration, please note that the PDF files provided with Microsoft Training materials are language-agnostic from the point of view of the Adobe Reader, that is, they don't influence at all the language in which the reader displays its interface.
So your problem must be related to the Reader itself, and not the training materials. I mention this because you posted your question in the Microsoft Training and Certification forum (and not in an Adobe support forum), so I have to infer that your problem
is related to the PDFs in training materials.
That said, I have installed plenty of times the Adobe Acrobat Reader from the Adobe download page (http://get.adobe.com/reader/), both in Spanish and in English versions of Windows, and it was always downloaded
in the language that matched the Windows configuration. But anyway, if it doesn't match automatically, there is a link in the download page labelled "Do you have a different language or operating
system?". If you click there, it will let you change the language for the Reader that will be downloaded. To change the language of your installed reader, uninstall it and then download and install the correct version.