The question was: Is it possible to activate a UTF-8 locale on Windows?

It looks like it's probably working for me on Windows 11, but only if the C toolchain that built perl (or that builds your executable) is a Microsoft one.
Here's a copy'n'paste (that doesn't render exactly as it appears) of what I get, having built your demo C program (into try.exe) using Visual Studio 2022: 
D:\C>try.exe German.utf8
German_Germany.utf8: März (5 bytes)

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And here's what I get using perl-5.38.0 that was built with the same Visual Studio 2022 compiler: 
D:\>perl -MPOSIX -wle "$loc = POSIX::setlocale( LC_ALL, 'German.utf8' 
+); print $loc;"
German_Germany.utf8

[download]
But if I use my perl-5.38.0 that was built with a mingw-w64 port of gcc-13.1.0, then I get: 
D:\>perl -MPOSIX -wle "$loc = POSIX::setlocale( LC_ALL, 'German.utf8' 
+); print $loc;"
Use of uninitialized value $loc in print at -e line 1.

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And if I use that gcc-13.1.0 to build your C program into try_gcc.exe, then I get: 
D:\C>try_gcc.exe German.utf8
(null): March (5 bytes)

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From which I deduce that the behavior you need has not yet been ported to the mingw-w64 toolchain.
If you need it to work with the mingw-w64 compilers then you could make enquiries about that by (eg) posting to mingw-w64-public@lists.sourceforge.net .

Cheers,
Rob

In reply to Re^2: Using setlocale() on Windows with utf-8 support by syphilis
in thread Using setlocale() on Windows with utf-8 support by gflohr

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