Go to Loco Translate > Theme > select Elessi Theme. Press "Add new language" Translate strings and Save.
NOTE: We recommend you don't choose a location in themes/elessi/lang/, because after you update the theme all your custom files will be lost.
NOTE: If you face problems with translation, you need to be sure that your translation files are synchronized. Button Sync (Loco Translate plugin) allows synchronizing your translation file with the .pot file. Then you will be able to translate untranslated strings.