RMK ultimately emits HID codes to the operating system. How these codes are interpreted to print a letter depends on the operating system and the keyboard layout setting. For example, pressing the key for ; on a keyboard with an en-US layout will print ;. But if you change that to de-DE, it will print ö instead.
This documentation and the KeyCodes assume an en-US layout.
Entering special characters usually requires a key combination, which depends on your operating system and chosen keyboard layout (setting in the OS). For example, in macOS with an en-US layout, you can define the following sequence to enter an ä:
Each unicode symbol has an code point (aka alt-sequence) identifying it, usually depicted as U+ and a hex number, like U+2764 for ❤. This wikipedia article lists all unicode symbols.
Depending on your Operating System and Keyboard Layout you can enter a specific character by pressing a key combination, usually using the alt modifier.
If you are using Windows, follow this description to enter unicode characters.
MacOS has a key layout called Unicode Hex Input, which is similar to en-US, but allows entering unicode alt sequences by holding alt pressed and entering the unicode number.
In rmk you can define the input sequence for printing a unicode symbol using Macro Sequences.