To think in Engpsh means to use Engpsh as the language you are thinking in or using to process your thoughts. Some possible ways to describe this in Engpsh might include:
"I'm trying to think in Engpsh."
"I'm practicing my Engpsh by thinking in it."
"I'm trying to use Engpsh to process my thoughts."
"I'm trying to do my thinking in Engpsh."
It's also possible to describe this more generally by saying "I'm using Engpsh to think," or simply "I'm thinking in Engpsh."