1. Seems like the ThinAir IDE doesn’t — so far — support the UTF-8 encoding: you can choose a font, but it doesn’t help much.
In addition to Notepad, you could also use such editors as Notepad2 or Notepad++ for writing your programmes: they do support UTF-8.
2. From your nice picture I can see that right-to-left (RtL) text support (needed to display e. g. Yiddish and Persian correctly) is not installed on your system. If you need it, you can just switch it on (through Control Panel >> Regional Options).