For anything other than ASCII to work, you need to make sure that several things support it, and to configure them. First, your code and the language it's in needs to support your chosen character set. This also includes any third-party libraries that you use. Second, the OS needs to support that character set. Third, your display device or terminal emulator needs to support it. Fourth, your filesystem needs to support it.

There is no consistent comprehensive documentation for doing this - I've looked several times for both Linux and OS X, and it simply doesn't exist.

Good luck.