The char data type is typically one byte (8 bits) and is too small to store all possible Unicode characters. Most programs use UTF-8 (or UTF-16) to store Unicode characters. With UTF-8 each character would need 1, 2, 3 or 4 bytes to represent one character. The ASCII characters would be represented the same way in UTF-8 and would only take up 1 byte. Characters such as Å, Ä and Ö would require 2 bytes, Chinese characters often require 3 bytes while many emoji characters requires 4 bytes. It all depends on how large the Unicode number is.
Unfortunately I don't think there is any standard C++ functions to convert an Unicode number to UTF-8 but it's not extremely difficult to write such a function yourself if you're familiar with low-level bit manipulation. Wikipedia has a good explanation of how the encoding works:
https://en.wikipedia.org/wiki/UTF-8#Encoding (look at the table, it's very good for understanding how it works).
When you have converted it to UTF-8 you are left with the problem of displaying it. This is usually not a problem because UTF-8 is typically the default encoding (except on Windows) so just outputting it with printf or cout usually works.
This works fine for me on Linux because "Σ" is already UTF-8 encoded and the Terminal knows how to display it.
I'm sure there must be non-standard libraries that can do the conversion that you want to do but I don't know any so I cannot recommend anything unfortunately. Most GUI libraries (and other libraries that are able to draw text to a window) has no problem displaying text encoded in UTF-8 as long as the font used supports those characters.