Yes, it is the font that used for display in Query Analyzer. To change it do the following:
In Query analyzer choose Tools, Options and select the Font tab. From there you will need to set each of the Category to a compliant font. Typically I only change the Editor, Results Text and Results Grid. As for the font, I prefer to use Arial Unicode MS. It is a large font but can handle most languages.
In Enterprise Mgr, not sure because I don't use it much as I prefer Query Analyzer.
Good luck!
Shawn