To store multi byte characters you need to use Unicode data type in SQL Server. SQL Server has four data types for Unicode characters. (nchar, nvarchar, nvarchar(max),ntext)
See below for the MSDN definitions for the above data types; (except ntext)
Character data types that are either fixed-length, nchar, or variable-length, nvarchar, Unicode data and use the UNICODE UCS-2 character set.
nchar [ ( n ) ]
Fixed-length Unicode character data of n characters. n must be a value from 1 through 4,000. The storage size is two times n bytes. The ISO synonyms for nchar are national char and national character.
nvarchar [ ( n | max ) ]
Variable-length Unicode character data. ncan be a value from 1 through 4,000. max indicates that the maximum storage size is 2^31-1 bytes. The storage size, in bytes, is two times the number of characters entered + 2 bytes. The data entered can be 0 characters in length. The ISO synonyms for nvarchar are national char varying and national character varying.