Irrlicht Engine

For completeness must add that I correct the flags for MSVC C++ (Visual Studio 2022) and it works directly with L strings:

set(CMAKE_CXX_FLAGS_RELEASE "/source-charset:utf-8 /execution-charset:utf-8")

or even only:
set(CMAKE_CXX_FLAGS_RELEASE "/utf-8")

(In gcc/g++ this works without any ...

@CuteAlien, thank, you, very much for this explanation in detail!
Before that I tried Irrlicht with GCC and the Cyrillic font works just fine. This with MSVC not works.
Now, after your explanation I first try to add some compiler flags for MSVC:

set(CMAKE_C_FLAGS_RELEASE "/source-charset:utf-8 /utf ...

I just now see what was the problem - on my system is installed Irrlicht 1.8.4, which can't write unicode text. I try at system with v.1.8.5 and all is OK.

Because my 1.8.4 uses MSVC and this 1.8.5 uses GCC, I will try to update the first to see if only the library version was the problem.

@CuteAlien, my source code is in UTF8, I use VSCode - modern IDE.

I use Font tool to generate Russian font, then load in code:

IGUIFont* font = device->getGUIEnvironment()->getFont("../../font/sogoeuibru.xml");
guie->getSkin()->setFont(font);
guie->getSkin()->setColor(EGDC_BUTTON_TEXT, SColor{255, 255, 255, 100});

auto *t = guie->addStaticText(L"Proba ПРОба my ...