Configuring (adding and removing) locales is a breeze. As super user, edit
/etc/locale.gen, uncommenting (removing "#" from the beginning of appropriate lines) the locales you require. Then, run
locale-gen. If you now run
locale -a, you should see the locales you have specified.
For your locale to come into effect, you must set it in /etc/rc.conf. Pick the desired locale from your earlier locale -a output and edit the default setting of
This is a system-wide setting, so if you have multiple users on your machine, they might prefer to set their own locale in a login script, for example .bashrc. Just add
... for example.
Configuring a locale will allow some terminals (such as xterm) to display non-Latin characters properly. If you need bidirectional support, consider installing mlterm.