TL;DR: There are two things you can do:
- Change in Language & Region -> Advanced...
- When converting a text to columns, you can specify the delimiter (Step 3 of 3 -> Advanced...)
The regional settings will affect all applications, not only Excel.
Here you can specify the decimal and thousand delimiters:
Note: You need to remember that applications will now interpret numbers using the new settings.
Sometimes you need to load excel data form e.g. a CSV file, where numbers, currencies are specified using a different delimiter than you regional one. If you do it blind, you'll end up with text columns instead of numbers and you'll need fancy ways to replace the delimiters. Here are the steps:
Select the data and start the conversion process:
Select the delimiter(s):
Select the column formatting (highlight a column):
Select the Advanced... button to customise the decimal and thousands separators: