Question: In my book I have a character that speaks multiple languages but I don't know if I should say they said blah blah blah in this language or if I should actually write what they say in that language.Answer:
Any time you make your readers work to enjoy the story, you risk losing them.
If readers don't know all the languages you are writing in (and the vast majority of English speakers won't) they will get frustrated if there are parts of the story they cannot understand and enjoy. True, there may be some readers who will type every phrase into Google Translate to find out what is being said, but only your most dedicated fans will go to this length.
An alternative would be to include the translations in footnotes, but some readers will find that annoying since it breaks the flow of the story. It can create an academic tone which may not fit your aim.
A few words in a foreign language whose meanings can be inferred from the context can set the mood or establish the context without becoming a burden. However, it is generally better to write everything in English while making it clear that the characters are speaking a different language.
The exception is if you don't want your reader to understand the foreign words. For example, Shakespeare has a scene in which a king meets his intended bride for the first time. She only speaks French and he only speaks English. So the scene is about them finding a way to establish a relationship despite the communication barrier. The audience shares the king's point-of-view.