Unfortunately there is no such facility at present. The program you hear is exactly in the language that it is being broadcast in. So in practical terms if the stations near you start broadcasting the programs in your preferred language, you can simply turn on and listen to the program in those language.
The FM frequency bandwidth does not have the possibility of carrying multiple audio channels as of now. Which is why, one cannot broadcast multiple language programs simultaneously. It only carries a single audio signal modulated over the frequency.
If you really want to listen to preferred language programs, I suggest you find out the time bands and stations that broadcast in those languages. There used to be something called ‘Pradeshik Bhasha Karyakram’ not sure if they do it any more.
The last resort is always to find Internet radio stations or fill up your music player with your favourite music.