There are several ways to enter Unicode characters on Windows, with none really working. For example, the Alt-Keypad+ is slightly difficult without a keypad, and holding down Alt the whole time is not ergonomic either.
Qt based applications on Linux use the standard shortcut Shift+Ctrl+U for starting unicode input, then the code point can be entered (without the need of holding down additional keys) and converted to a Unicode character with Enter or Space. Inkscape does this cross-platform in a similar way with
On Windows, a small AuthoHotkey script can provide similar functionality. It can be run without installation and opens a dialog box when Shift+Ctrl+U is pressed. It is not perfect, in address bars it will overwrite all text: when alt-tabbing away and back again, all text in address bars is selected by default and therefore replaced by the unicode character. But for standard text fields (i.e. non-URL fields) it works fine.