I did test on my Win10 machine, here is how to change the code page in a command window:

C:...Documents\PerlProjects\Monks>chcp 65001
Active code page: 65001
[download]

With that and the above suggestions, and making sure my editor saved the program text as UTF-8 instead of ASCII, I got the correct display from STDERR in the command window. I did not get the message box to display properly from the program variable but did get cut-n-paste Chinese characters into the Tk window to show up correctly in the message box.