Did you see the output from describe on the first page?
That's auto.dta in case you couldn't tell. You'd be excused for not knowing because it's in Japanese. All of which is our way of saying that Stata now supports Unicode, and it supports it everywhere. In variable names, in labels, in filenames, and in the string variables in your data.
Your use of Unicode may not be as extreme as our Japanese example. Realize that you can make tables and graphs labeled Übersetzung and Kofferraumvolumen (Kubikfuß). Just set the variable labels, whether they are named übersetzung and kofferraumvolumen or gear_ratio and trunkspace or even 変速比 and トランク.Upgrade now Order Stata
Read even more about unicode.