SkookumScript strings are 8 bit ASCII/ANSI and do not currently natively support Unicode. However, you can use decimal escape sequences, e.g.
"Hello!", or hexadecimal
"Hello\16r21". So you could produce e.g. the UTF-8 inverted exclamation sign by
"\16rc2\16ra1Hello!". However, this does not currently convert into the corresponding UE4 UCS2 string. So, long story short, you currently cannot really place a Unicode character in a string.
What is it exactly that you want to do?