Using the language editor on the language in the Admin (DNN 4 also on Host). Navigate to the Module in the Navigation Tree and open the files you want to translate.

There is a simple way to found localization issues for modules, if you go to your web. config file and setting the ShowingMissingKeys="true".  All loacalized keys will be show as [L]Key and all missing Keys want have RESX:Key.text (Key.help).  Missing Keys are not into the resx files, if you know the right file you can add it with a text editor. If there is a word that did not have the [L] or RESX: it isn't localized.  Both missing Keys and not localized words are issues. 

I tried doing what you suggested but unfortunately I don't have a Local copy of the website, only a remote one and by doing this I get funny [L]s appearing all over my websites, plus I still can't find the right key because I don't exactly know where to look for it.. One question: all tags that appear on the Forum Module (and in all DNN modules in general) are always present in the resources of the module they appear in or they also could be found, for example, in the shared resources of the portal?

In this case for example I can't find the Show No Replies in the English resource files and therefore can't see what its label is, and can't add the corresponding label and translation.. I'm probably missing something.

I don't code (yet) and don't have a source DNN installation to work with (never managed installing one that worked on my SQLExpress toy database). I tried downloading the source and opening the DesktopModules -> Forum folder but I either can't find the right form/control or I'm doing something wrong.

Thank you