dpkg is debian exclusive. You won't get dpkg in any other disto, not even Fedora.
But, yeah you have tools to reconfigure locale in all distros. I haven't used fedora since years now. So can't answer you off hand. But, I can look up at CentOS machine at work in a day or two, if not answered by then.
Isn't there anything like system-config-locale or such?
There is no such things. There is only one graphic program system-config-language which allows me to choose the language but I want to edit system encoding.