Hi Salvatore,
Thank you for your purchase.

This is not possible to achieve with the plugin build in and it require some modification. I can give you a guide where to look. First you will need to have this file from the link ( attachment)  

Then go to ../wp-content/plugins/wpdatatables/assets/js/wpdatatables/wdt.funcs.js around line 248 you will find this code:

 $(this).datetimepicker(
    { format: wdtDateFormat,
      showClear: true
      }

If you use moment.js the you need to load moment-with-locales.min.js not moment.min.js.
Otherwise, your locale for example (locale: 'hu') will not work.

Then the code should look like this 

 $(this).datetimepicker(
    { format: wdtDateFormat,
      showClear: true
      locale: 'hu'
}

hu stands for hungarian language in this example.

Best regards.