This script, in answer to a question on the N++ Open Discussion forum, will convert a 4 digit (or less) unicode value to it's character equivalent.  For example, enter "20ac", then run the script (perhaps from a shortcut key), and it will replace it with the euro currency symbol.

import string 
def isHexDigit( char ): 
    result = ( char in string.hexdigits ) 
    return result 
def isHexString( str ): 
    resultmap = map( isHexDigit, str ) 
    result = ( False not in resultmap ) 
    return result
# Get the word nearest the cursor
# Could use editor.getCurrentWord() for this,
# but we want to be clever when the "word" is longer than 4 digits
# If it is, then we take the position of the cursor as the end
# If it's still longer, then we use the last 4 characters.
wordStart = editor.wordStartPosition(editor.getCurrentPos(), True)
wordEnd   = editor.wordEndPosition(editor.getCurrentPos(), True)
if wordEnd - wordStart > 4:
    wordEnd = editor.getCurrentPos()
    if wordEnd - wordStart > 4:
        wordStart = wordEnd - 4

code = editor.getTextRange(wordStart, wordEnd)
# Check that the string is completely hex
if isHexString(code):
    # Convert the code to a unicode string
    unicodeString = (r'\u' + ('0000' + code)[-4:]).decode('raw-unicode-escape')

    editor.setTarget(wordStart, wordEnd)

    # Paste the text in
    newPos = wordStart + len(unicodeString.encode('utf8'))