This requires you to have installed HBR EN and HBR JP already. Due to JP having a different client compare to EN, it is a bit complicated and gonna take a while for the first time setting it up since you need both games installed.
The first thing you want to do is deleting ALL of HBR JP files, NOT uninstalling them via Steam, ONLY delete the files in steamapps\common\HeavenBurnsRed (Since you won't be playing JP anyways, it shouldn't be a problem).
Next, paste all of the files in HBR EN installed folder to the JP one. That's about it. Now you can play HBR EN on Steam. But before that, we have to move on to the next step, which is preventing the game from updating and overwriting the EN version.

Since game updates can't be paused indefinitely, we would want to trick Steam into thinking that our game is updated via manipulating the manifest file, and it will be quite a pain in the ass to keep track of new updates due to how this is gonna work. In this game's case, it's always located in steamapps\appmanifest_1973710.acf.
Next, you would want to close Steam, adjust the files so it matches what I'll show on screen exactly so Steam will think the game has finished its update, exactly like what this image is showing.

Unfortunately you will have to do this every patch, so make sure to put the game's automatic update on "Wait until I launch the game" so you don't have to go through the process of the game overwriting the files back to JP if you forgot about the updates.

Additionally, if your C:\ is suffering from lack of space due to the game installing stuffs you couldn't move to other drive using the game's launcher, use this on your Command Prompt:

• mklink /J "%LocalAppData%Low/Unity/yostar_HeavenBurnsRed" "(name of the place you want to move it e.g D:\YostarGames\HBR_GameFiles)"
  
• mklink /J "%LocalAppData%Low/yostar" "(name of the place you want to move it e.g D:\YostarGames\HBR_Yostar)"

This should cover everything from installation to relocating game files in a better less unfortunate space where the game takes up about half of the entire C:\ disk. You could also watch this video I made, which has actual visual clarity instead of just texts alone:
Since WFS' incompetency is gonna kill the game sooner or later, I figured, might as well made a guide on how to play on Steam to help people save their screenshots easier for access on Steam Cloud should the game meets its inevitable demise.