The Filter Everything PRO and Free plugins are compatible with WPML and allow you to create translations of Filter Sets to use according to the current language on a site. This is not necessary and you can use the same Filter Set for all languages on your site. But if you want to translate Filter Labels, then it is better to create translations. To do this, you need to make the Filter Set translatable Post type in the WPML settings -> Settings -> Post Type Translation as it is shown on the screenshot below
If you use different domains for your languages, please do not forget to enable CORS.
Note: if filters in the translated Filter Set do not display terms, try to reset the cache by adding the parameter ?reset_filters_cache=true to the URL of your site page. For example https://example.com/?reset_filters_cache=true – open the page and the set of terms will be updated.
With Polylang PRO
With Polylang PRO Filter Everything PRO works similarly as with WPML. You have to activate Filter Set as translatable post type in Polylang PRO Languages -> Settings -> Custom post types and Taxonomies and this will allow you to create individual Filter Sets for all languages on your site.