Como Bavi_H observou, o problema é que a fonte padrão (Lucida Console) não possui caracteres chineses. Ele disse
If you paste Chinese characters into Notepad, they will appear as boxes, but the correct character codes are stored internally. You can change Notepad's display font using Format → Font. My computer has three fonts with Chinese characters, MingLiU, MS Hei, and MS Song, maybe your computer has them too.
Notei que o Times New Roman funciona para mim.