This is how you do it with Xcode 6. Add languages you need at your Project (not Target) page. For a country-specific language like en-GB you select 'Other' and choose the language English (United Kingdom)
from a long list.
This will create the following files in Supporting Files directory:
Info.plist - an XML file containing keys and default values
InfoPlist.strings - a directory containing localized files for each language you've chosen, e.g.
InfoPlist.strings (Base)
InfoPlist.strings (English)
InfoPlist.strings (English (United Kingdom))
InfoPlist.strings (French)
Right click on Info.plist
and select "Open as Source". Add the following lines:
<key>CFBundleDisplayName</key>
<string>$(PRODUCT_NAME)</string>
(The actual folder names will be en.lproj, en-GB.lproj, fr.lproj, but to create them manually you probably need to do it in Finder and then drag to Xcode, since Xcode creates only "virtual" folders, not the real ones)
Open InfoPlist.strings
for a language other than default (e.g French) and add the following line:
CFBundleDisplayName="Nom de l\'app en Française";
(Notice the semicolon at end, otherwise the build will fail).
Rebuild your project.