It would seem that they cut themselves off from civilization and it's considered a Greek island. How would they even know what English is?
It's been a while since I read any Wonder Woman, but I believe she has a magical ability (built into her armor, tiara, or other gear) that allows her to speak/understand all Earth languages.
It may also be that her gifts from the Greek Gods included this ability (along with strength, speed, etc).
The treatment of Themyscara, however, has been inconsistent and frequently gone unexplained. The best explanation I can recall (though I do not have a reference) is that part of the magic which hides it from 'Man's World' allows the Amazons to speak/understand anyone on the island, or possibly just speak/understand anyone. Given all the reboots, continuity changes, etc, it's difficult to say for sure where any particular minor ability comes from.
Beyond that, the Amazons have been shown to rescue people from shipwrecks. They have possibly learned different languages from them.
It would depend on the continuity. I agree with the apologetics already provided, but in Young Justice, many of the alien cultures and "lost" civilizations would speak other tongues unless and until the audience received the benefit of a translation spell or universal translator technology. It was my understanding from someone working on production that they had plans- far out- to explore the Amazons and produce yet another audible language for them. Unfortunately we never got that far.
To elaborate on some of the above apologetics, the Amazons see Diana as an ambassador to Man's World, thus attempts at knowing the foreign language and culture are often seen as the bare minimum requirement for being an effective ambassador. In most renditions, the Amazons have their finger on the pulse to Man's World, sufficient to know it is time for them to send Wonder Woman into it... so through the course of those observations, it may have been Diana's opportunity to learn English, etc.