On Twitter, Google’s John Mueller confirmed that it is okay to get links from websites that are in a different language:
Usually you can't control who links to you – and if it happens to be a site in another language, that's fine. However, if you're the person adding these links to other sites, pointing at your site, then your adding the links might be a problem.— 🍌 John 🍌 (@JohnMu) April 23, 2019
In the second part of his statement, John Mueller says that you shouldn’t try to manipulate the links but that’s not related to the language of the linking website.
Check the links that point to your website
The Link Profiler tool in SEOprofiler enables you to analyze the links that point to any website. The Link Profiler tool also enables you to find links with particular keywords, links from particular countries, etc.: