The default setting in your Eclipse or IBM Rational Application Developer console does not support UTF-8. You have to turn it on your self in the preferences. The following diagram shows how you can do it.
Open our IDE Preferences and go to General > Workspace Then underneath Text file encoding, change the value from Default (cp15252) to UTF-8. If you are looking for other character sets, there are some options in the drop down as well.
Once you turn this feature on, you can have your program spit out UTF-8 characters to your console and the console should be able to display those characters without a problem. Here is a screenshot from my machine when I did this change.