"남자가 한국어로 말합니다."
Translation:The man speaks in Korean.
"The man speaks Korean" implies a knowledge of the language not reliant on his current activity. "The man speaks in Korean" describes his current activity; he is currently speaking in Korean as opposed to a minute ago when he was speaking in English, and later when he'll be speaking in Swahili.
Substitute "multiple languages" for "Korean" and your sentence makes sense (The man speaks multiple languages) but the original sentence wouldn't (The man speaks in multiple languages) unless you were referring to the man acting as a translator or something lol