If you open your System Preferences, then International prefs pane - click on Input Menu.
Check each language item that you want. There should be at least a couple of Thai language choices.
Now you will have a 'flag' menu in your menu bar. Click on that, and choose the language that you want. Your keyboard will change over to Thai (or whatever)
If you also want the menus, dialogs, and file sorting to change to Thai language, then set that up under the language tab there...