Adobe Director 11 supports Unicode. However, older versions do not.
If your version of Director does not support Unicodes, please consider the following:
Adobe Flash Player is Unicode compliant and can display any language available on a users system. Director developers that need to incorporate Unicode support in their projects can do so via the Flash Asset Xtra. Director MX supports Flash MX sprites that use Unicode. The Flash MX sprites imported into Director MX must follow the guidelines listed in the TechNotes below.
For more information, please see the following documentation:
Macromedia Flash MX and Unicode text (TechNote 16275)
Unicode Standard and Macromedia Flash (TechNote 15412)
Macromedia Flash MX Top 5 topics (TechNote 16274)
Working with multiple languages, overview
Unicode in Macromedia Flash MX