Hi Juanjo£¬I update to new version Ecl. The Chinese words work in windows console now. Thank for your help.
But if I  write the code into a lisp file and use load command in repl. it report error:

> (load "code/hello.lisp")
;;; Loading "D:/ecl/code/hello.lisp"

Condition of type: STREAM-DECODING-ERROR
decoding error on stream #<input stream #P"D:/ecl/code/hello.lisp"> (:EXTERNAL-F
ORMAT (:UTF-8 :LF)): the octet sequence (255) cannot be decoded.
Available restarts:

1. (CONTINUE) Read next character
2. (USE-VALUE) Replace the bogus sequence with a character
3. (RESTART-TOPLEVEL) Go back to Top-Level REPL.

Broken at SI:BYTECODES. [Evaluation of: (LOAD "code/hello.lisp")] In: #<process

I export the file as utf-8 or utf-16, it's all failed.