Most graphics options will only work in a built game, e.g. the screen resolution in the Unity editor is handled by the game view's resolution selection and doesn't override when switching it via the option (or setting it in code, for that matter).
Language should work, though - naturally you also have to set up content in that language, otherwise it'll fall back to the standard content. Also, depending on your option category setup the change might also only happen after accepting the changes (Live Update options).