This is probably a matter of font configuration, not of character encoding.
Provided that the fonts you want to use are effectively supported (the website states that FO.NET "supports TrueType and TrueType flavoured OpenType fonts"), you have to tell the formatter where they are (if the formatter does not automatically looks for them in the default system font folders) and how to use them: either reference them, embed the whole font in the PDF, or embed just the needed subset.
I have no direct experience using FO.NET, but according to this documentation page about fonts you need something like this in your code (you probably want to embed / subset the Chinese fonts):
FonetDriver driver = FonetDriver.Make();
driver.Renderer = RendererEngine.PDF;
// Font embedding/linking is set via PdfRendererOptions class
PdfRendererOptions options = new PdfRendererOptions();
// Use FontType enumeration to specify either Link, Embed or Subset
//options.FontType = FontType.Link;
options.FontType = FontType.Embed;
//options.FontType = FontType.Subset;
driver.Options = options;
与恶龙缠斗过久,自身亦成为恶龙;凝视深渊过久,深渊将回以凝视…