It's simple, really. What most screenwriters do is to write the entire script in the same language (which, in the case of Hollywood movies, is English) and then when there's a piece of dialog that's supposed to be spoken in some other language, say, French, all you have to do is to tell the reader this by adding a parenthesis between the character's name and the dialog.
VADER
(in French)
LukeNo, I am your father...
The main reason for this is that there's a huge chance that the person who's going to read your script doesn't know that specific language. And, even if the reader happens to know that specific language, it doesn't read as fast and as smooth as if the entire screenplay would've been written in the same language.
When realizing/learning that you don't actually have to know the language your characters are going to speak in the movie, some writers might get a bit carried away and throw some foreign language-skills in there just to spice things up a bit. This, of courseHowever, is notthis isn't exactly recommended as it could easily turn a great, dramatic moment into something, well, ridiculous... Just like in the example above.