This took me a second so I wanted to share here in case anyone else had trouble. Even after setting up this font you'll probably see a lot of boxes when using non-Ascii characters, and that's because TextMesh Pro generates a subset of the text so that it doesn't take up a ton of memory. You can generate other text assets with the remaining characters (or cram them all into one asset if your subset is small enough).

If you're using I2 (which I highly recommend if you're trying to localize a Unity game!) it has a tool to copy+paste all of the characters currently being used, which you can use to generate TextMesh Pro assets that have all the characters you need.

http://inter-illusion.com/assets/I2LocalizationManual/FindingcharactersusedinLan...