How do you enter Unicode into a document?

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Note: I'm not sure how to categorize this question so please feel free to forward it to an appropriate zone. Thanks
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Hello,

How do you enter Unicode into a document?

For example, the following chart is from http://en.wikipedia.org/wiki/Thai_alphabet (near the bottom of the page).


Googling this question led me to this instruction page: http://www.fileformat.info/tip/microsoft/enter_unicode.htm but it's got five different sets of instructions, none of which I seem to be understanding.  :P

Is there a simple single answer?

Thanks