As far as I know, UTF-8 can be enabled for all windows by going to the Font options dialog and checking "Use as default". I don't think this option appears for all windows, but I've been able to enable UTF-8 globally using that.
As for the font substitution, I'm not sure if that's a feature Windows even has. However, until we find that out, you could try using the font Bitstream Cyberbit, which is hosted on ftp.netscape.com and which you can find on Google, or Arial Unicode, which is said to come with Microsoft Office.
