Java uses UTF-16 (very like UTF-8) but limited (2 bytes only) encoding, accepting roughtly 32000 different characters, so it cannot represent all Unicode characters. Emojis are excluded, for example (being in a character set outside this 16 bits set). Summary : if the code is 4 digits long in hexadecimal (like 0x0041 or 0x20ac), it's ok without needing anything more.
For other charaters, like emojis, we need a more complex solution. This code should show an emoji, but it depends on the character font :
Code:
show("Smiley : "+ String.format("%c", 0x1D11E))