I have installed wordpress in English language.
But in my language there not any available languages in wordpress official site
My language is Azeri
which wordpress files must i make changes
If, as you say no translation exists for your language, create your own. You can use PoEdit, maybe Launchpad or a host of other translation tools to this end.
You don't need to change ALL the statements, just the obvious 'public' ones for posting comments etc. As you have more time, keep on translating statements or recruit some friends to help you. Once finished upload your translation to Wordpress so that all Azeris can benefit from your hard work.
thank you for attention
and i would like to ask for one question
i installed poedit into my computer and did translation as many as i can
after i translated all. how i can do it so my web site will be in my language
one think i would like to tell
i have essential.po file
what must i do
thanks again for attention