The Cataloguing module uses the Windows Character Map to insert special characters and diacritics.
Be sure to select a font that supports Unicode, i.e. in the Font box select a font that has the word "Unicode" in it. And select the Advanced view checkbox.
It's a good idea to click Backspace with the cursor in the Characters to copy box before you enter the characters in the Go to Unicode box. Just to make sure there is not already a character selected. Otherwise, you might end up inserting two or three characters without knowing it.
You can't always tell from looking at the Characters to copy box whether there is already a character selected. An easy way to tell whether there is already a character selected is if the Copy button is available. If it is available then there is a character already selected.