The native VFP controls do not support entering or displaying unicode, though VFP can store unicode in Character and Memo fields.
However, if you use the "Microsoft Forms" activeX controls, they do support unicode. VFP can then store and retrieve the unicode in tables, etc, and manipulate it with STRCONV() and like functions.
Go to Tools --> Options --> Controls, and select "ActiveX Controls", then check all the "Microsoft Forms ..." controls in the list. CLose the Options dialog.
Now, when editing a form, click the "View Classes" button on the "Form Designer" toolbar, and choose "ActiveX Controls" Put the "Microsoft Forms 2.0 Textbox" on the form, then run the form and try pasting the russian into the textbox... and it'll work!