You have two options depending on context:
1) If it's a quick exchange and can be figured out in context, put the foreign language in italics.
"As-tu le livre?"
"Yes, I have the book here."
or inline:
"You filthy p'taQ!" B'Elanna snarled.
2) If it's a quick exchange without context, put the translation afterwards and italicize that.
"Pour ma peine, ma punition, je tourne en rond," he sighed. For my pain, for my punishment, I pace in circles. Now Picard understood.
inline:
"Qa'pla!" Successs! the Klingon shouted.
In any case, I would not have more than one or two exchanges in a foreign language. Either use a tag like "she said in French" so the reader realizes the characters aren't speaking English, or note in narration "they discussed the matter in French for some time, but as Malcolm didn't speak the language, he had to wait for a translation."