What are you trying to do? web-page, data crunching, simple test programs.. ??
Anyway all I remember is that from C++ you just gotta print the chars as they are, depending on where they are being printed (on console/web-page...) it'll appear appropriately ! I.e. if the fonts are appropriately installed and configured for the console/web-page. Although for web-pages you also have some http tags to consider.
Only thing to keep in mind while coding is that use wchar (or may be it was uchar) instead of char, as char can't represent all chinese characters (there are more than 256).
Check up MSDN for chapters on Unicode support may be you'll find something.

I'm using TCHAR, I need to write a chinese word on a button. It doesn't work by simply entering them.

do you have your compiler set up to define UNICODE and _UNICODE macros? Otherwise, I don't know a thing about Chinese language.

Also, here is something I found with google. It appears your computer needs to have Chinese language installed.

and even if you do, the display device has to know how to display those Unicode characters or it will show something else.

Then all the more reason to read MSDN for chapters on Unicode support may be you'll find something.

If UNICODE is not defined TCHAR expands to just a char.

If you're using MFC, may be you can use CFont as well. (make sure that appropriate font is already installed on your PC as jwenting says.