For the Steam version, in the library, right click on Divinity: Original Sin and select properties, then switch to the Language tab and select Italian from the drop-down list and confirm. Steam should then start downloading that localization.
For the GOG version, you'd have to download the most recent full installer for Windows; you can select the default language before downloading, or change the language after installing by running the LanguageSetup.exe file in the 'Divinity - Original Sin' install folder.
The Mac version on GOG has not been updated yet (don't know about Steam).