MS was the first mover here by having a robust translation of Windows 95 from the start (and yeah, they did translate the start button).
My favorite example of that was a sign at an airport. Marking a spot off for taxis and rideshares. The latter was spelled out phonetically in Cyrillic. I was a little surprised they didn't use the Russian words for "ride" and "share".
You may end up having multiple conflicting ways to describe the same thing or even a person. A few days ago I saw Hades transliterated as Гадеc in some web comic translation, even though he is usually called Аид for many centuries already.