What you are referring to is unicode URL's.
Here are 4 tips for dealing with these types of url's -
• Keep them as short and simple as possible. Wherever possible, use static URLs without too many parameters. Short and simple addresses are easy for search einges to crawl and for users to remember. You want to encourage people to click on your URLs.
• **Use keywords if appropriate. **Don’t stuff your URLs full of keywords, but if using a keyword in the URL is applicable, stick it in. It’ll be highlighted in the search results just like keywords appearing in titles and metas.
• ** Translate your URLs. **If you’re building a site in German or Spanish, don’t use URLs that are still in English. You’re missing a valuable opportunity for German and Spanish search engines to see that you have relevant content in those languages. Even if it’s a short and sweet URL, you might not encourage clicks if searchers can’t read it.
• Don’t be shy about using Unicode if you’re able to. The DNS, browsers, and Unicode translations have all improved recently. Domains in Unicode form are becoming increasingly available. Since website content (and keywords) will be written in Unicode (don’t write your entire website in transliterated Chinese or Russian or Hinidi!!!), why not give yourself the opportunity to begin sticking out in the search results.
more information here: http://www.internationalindustrialseo.com/good-international-urls/