The option seems to have moved yet again for the latest Windows 10 update, at least for me (I no longer have a "Language" icon in the Control Panel).
Open the Region & Language settings applet.
Then "Advanced keyboard settings" in Related settings on the right.
Then "Language bar options".
The "Text Services and Input Languages" dialog will appear. Select the "Advanced Key Settings" tab and you'll be shown a Key Sequence list for changing between input languages.
Via.
