LaTex Unicode entry issues

[Haines Brown]

I'm necessarily  working with a pdfLaTeX document.

I seem to recall from long ago that I could enter Unicode  
in this way:

  ^^^^002B

Now it returns the error: "not set up for use with LaTeX." What does 
this error imply?

This code works to produce an astrisk: 

        \char"002A

but \char"20AE fails although the character ₮ is accessible in my 
font. The error I get is "Bad character code (8366)...  character 
number must be between 0 and 255. Does "character number refer to 
002A? If so why does this sequence of characters not fall between 0 
and 255?

My TexLive runs in emacs and automatically changes " to ``. This makes 
it annoying to enter Unicode, for I have to paste it from the 
terminal. Is there an easy way around this?

-- 

     Haines Brown