If you’re using a Mule-enabled SXEmacs, then display is automatic. If you’re not seeing the characters you expect, either (1) you don’t have appropriate fonts available or (2) SXEmacs did not correctly detect the coding system (see (sxemacs)Recognize Coding). In case (1), install fonts as is customary for your platform. In case (2), you need to tell SXEmacs explicitly what coding systems you’re using. (sxemacs)Specify Coding.
If your SXEmacs is not Mule-enabled, and for some reason getting a Mule-enabled SXEmacs seems like the wrong thing to do, all is not lost. You can arrange it by brute force. In event-Xt.c (suppress the urge to look in this file—play Doom instead, because you’ll survive longer), it is written:
In a non-Mule world, a user can still have a multi-lingual editor, by doing
(set-face-font "-*-iso8859-2" (current-buffer))for all their Latin-2 buffers, etc.
For the related problem of inputting non-ASCII characters in a non-Mule SXEmacs, See Q3.5.7.