There is a page in the UDK documentation about Importing Fonts, including Asian fonts:
[Creating and Importing Fonts][1]
The UI for the Font Asset editor has changed, but the actual process has not changed that much.
The issue with Text Render Component and fonts that have a large number of different characters is that the characters don’t all fit on one font texture “page”. Right now Text Render Component doesn’t support using multiple pages, so you’re going to quickly run into a wall with how many characters you can display. We have a bug in our database about this, so hopefully it will get fixed soon.
You also need to modify the material you’re using to specify the page number like so:
