The episodes have 3 languages in the its selection: English, French and Spanish. You choose them as you would in any blu-ray or dvd. Note: the spanish dubbing is latin american.
Now for the game, If you set your PS3 language to spanish, the game itself is in spanish in subtitles and dialogues. The sad news, as with most games, the spanish accent they use is Spain's spanish. So, you got the episodes in latin american spanish and the game in catalán.