Hello,
Either in widgets or menus. At each time you have a language switcher metabox.
Or you can display a language switcher where you want in your theme without using the widget. It explains just here:
Is it possible to display a language switcher without using the widget?
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If you need just some steps to follow:
1) Activate Polylang
2) Create your languages => Settings > Languages > Tab Languages
3) Choose your permalinks => Settings > Permalinks
4) Create your static front pages (if necessary) per language
=> Pages > Add new
4.1) Define your static front page => Settings > Reading
5) Choose your Polylang settings => Settings > Languages > tab "Settings"
6) Create your widget => Appearance > Widgets
7) Create your content which go in menus
8) Create your menus => Appearance > Menus. Put in your menus at least one page or post if you want they appear on your website.