The first problem encountered is that clicking on 'Change locale' doesn't offer any choice but en_US. So I choose 'Administration' and the table 'Installed Locales' shows that only en_US messages are translated, even if the catalogs contains many translated messages for various languages.
I then searched the docs and found a wonderful package translation guide, but I missed the installation procedure and so I tried clicking 'Import messages from catalog files to the database' in the dotLRN package, without success.
Looking the data model I then realized that perhaps I needed to set the flag enabled_p to true in the ad_locales table and so I did.
I then repeated the 'import message from catalog' step and this time I got the expected result and then continued visiting the relevant packages, clicked 'Internationalization' and Import messages from catalog files to the database'.
I'm sure I've missed something and that there is an other simpler way: can someone put me on the correct track?