This is one of the few features Windows improves on Macintosh.
To insert any unicode character into any document in Windows, simply press Alt and use the numpad to type
the decimal number then release Alt - et voila, your character appears.
OTOH for OS X, it's a bit more convoluted:
Enter Keyboard settings from System Preferences
Click on Input Sources
Click + in the bottom left and choose Unicode Hex Input from the Others pane
Ensure it's visible in the menubar and select that keyboard