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The procedure for supporting Chinese and Japanese changed in Ren'Py 6.3.2, please ensure you use this version.
There are two steps you need to perform to get Ren'Py to support Chinese or Japanese language text:
1) You need to save as UTF-8 unicode. SciTE should do this by default when you save a script, but you need to be aware of this.
2) You need to download a free Chinese or Japanese font, place it in the game directory, and then tell Ren'Py to use it. You'll also want to set the language to "eastasian". For example, if your font is mikachan.ttf, then you would write:
init: $ style.default.font = "mikachan.ttf" $ style.default.language = "eastasian"
You'll want a font you can distribute with the game.
If you do all both of these steps, then Ren'Py should support Chinese and Japanese text.
Oh, since Ren'Py handles all text rendering itself, it shouldn't matter if your Windows isn't Chinese or Japanese. (The one issue being that renpy.input() is not supported for non-English languages, and especially not for ones that require input method support.)