Harley,
In the UK it depends on the level of immersion in the local community. The pilots I knew who did French or German exchanges did full language courses, and I believe some training was available for spouses too. However, for my Loan Service tours in Arab-and Malay-speaking countries I was given no language training. It was assumed that my crewman would always be able to handle any translation problems for me
As for the US exchange pilots, I'm not sure how much language prep/immersion could prepare them for the culture shock...