I have no idea why woocomerce is not changing language. When I change language in wordpress everything is fine, but woocommerce language is not changing, but only in my language (Lithuanian lt_LT), in others, for example Russian works fine bouth in wordpress and woocomerce, but if I changing language in Lithuanian wordpress ok but woocomerce still english :( any idea?
This is pretty common issue with translations. If you have downloaded po/mo woocommerce translation files, you probably put them now in wp-content/woocommerce/languages folder. Please if this is the case try to move them to global languages folder in wp-content/languages/plugins. Also note that if you are moving them to global folder they should look something like this: woocommerce-YOURLANG.mo and po files as well. In your case it would be something like woocommerce-lt_LT.mo or woocommerce_LT (I am not very sure about your language codes, you should know that). Also refer to woocommerce documentation for translating as it might help you a lot here -> LINK
If in some case woocommerce is not translated to you language I would advise you to use LOCO TRANSLATE plugin to do so for yourself, at least for necessary strings.
I hope this helps.