I'm running Windows 7 and have the program Character Map pinned to my taskbar. I have it set to use the Unicode character set. First you select the character you want, and then copy it. You can then paste it into any text.

A shortcut for é is to hold down the ALT key and press the digits 0233 on the number pad on the right side of the keyboard. When you take your finger off the ALT key, the character should appear. (The shortcut numbers for characters are also shown in the bottom right-hand corner of Character Map: "Keystroke: Alt+0233.")

If you use Firefox, there's an extension called abcTajpu that allows you to right-click and select characters from lots of languages.