Most US-based carriers, including USPS, Fedex and UPS, require that the full address, including full country name, appear in English. You can sometimes use a foreign language address in the address section if the names of the city, province, and country are also displayed in English.
However, some character sets, such as Japanese and Chinese, are not available to be printed on the shipping labels at all.
In such cases, the best option would be to copy and paste the foreign character set into a program like Notepad. Then, translate the address into English (by either e-mailing the customer or using a program like Google translate) and edit the order address in ShipStation to the English translation.
At that point the address with the foreign character set can be printed separately and taped to the package aside the translated shipping label printed by ShipStation.
This is usually the best way to ensure that the address is both legible within the US as well as in the destination country.