Unicode characters are multi-byte characters. They are very hard to be entered as string literals, because it requires:

* The SQL client tool to support Unicode characters. The command line tool 'sqlcmd' does not support Unicode. But SQL Server Management Studio does support Unicode.

* A special Unicode character input tool to allow you to enter multi-byte Unicode characters.

But if you know the code value of a Unicode character, you can enter it with the help of the NCHAR(int) function. For example:

-- A Unicode string of some interesting characters

PRINT NCHAR(9733)+NCHAR(9734)+NCHAR(9792)+NCHAR(9794);

GO

Run the sample statement with SQL Server Management Studio, you should see some Unicode characters.