The foreign language dictionary must be compatible with Catalina and in a format required by the Dictionary application using the Apple Dictionary development process. These are normally drag/dropped into the /Library/Dictionaries folder as *.dictionary packages, but can also be dropped into your local Dictionary folder.
In Finder, press shift+command+G (Go to Folder), and copy/paste the following into that dialog, and press GO. It will open a new Finder window on your local Dictionaries folder.
~/Library/Dictionaries
Drop your dictionary into the open Finder window, and quit that Window. If the added Dictionary is compatible it will be selectable in the Dictionary Preferences, and functional when used from the application.