Friends!
Thank you for the help.
I checked about this issue and found some interesting conclusions: - In Windows - if you will try to change a locale that not supported by the Apache and MySQL (with softwares like XAMPP and WAMP) in the settings, you will not be able to change the locale at all, but, you can change the locale that way like @shinomura wrote and that way you can work with languages that not support.
for example, if you want to fix or work on new theme or locale that you have to put the RTL for a client (just for example). - In Linux, VPS and etc... - you can change a locale that not support in Windows, because that the IPS takes the supported locales from the servers and not just from the PMA.
so on Linux server you can change to any locale you want from the supported languages the Linux Server / System or VPS (and etc...) supports.
These are the conclusions i got to, i hope my English was understandable and my Answer good enough for those whose got into this problem.