Topic: How can Non-English characters show in the captions?

Hello, I am new here. : )
And I met a problem about setting Captions.
I have already read the FAQ:

6: Non-English characters are not showing in the captions. Why?
To allow non-English characters to show, you must save your XML document with 'UTF-8' encoding (in Windows Notepad you can set this is the 'Save As' dialog). Check the documentation for your text editor.

But sorry, I still have question in how to let my Non-English characters show in the captions.

Could I ask how to set it step by step?
(I am not good at computer, really sorry about my stupid question.)

Thank you very much !  : )