I frequently used Unicode characters with FTM, though I've never tried any Chinese characters. Unicode characters work, for the most part, but some of the reports don't handle them well.
I enter the Unicode characters I use in all software programs by using my international keyboard, but Windows also provides a virtual option for that, at least for the languages with which I am familiar. Perhaps there is a Chinese option. You'll just need to check.
In FTM the keyboard shortcut to pull up the "Insert Symbol" window is CTRL + L. It can be used from any field in the program, as far as I know. Unfortunately, the symbols it supports are rather limited, and none of those are Chinese. It also cannot be customized by users.