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You can change the code page of a Command Prompt window, before calling Python, with ...> chcp <code-page>. There is 'something' called cp65001 that is supposed to be a utf-8 codepage. Once can change to it, but it does not work right. This has been discussed on StackOverflow and elsewhere.
The Idle Shell, running on tkinter, handles everything in the BMP because tcl/tk is unicode (ucs-2) based. The characters that display properly depend on the font you select. On my machine, all but three of the following arbitrary codepoints display proper characters.
>>> print('\u1111\u2222\u3333\u4444\u5555\u6666\u7777\u8888\u9999\uaaaa\ubbbb\ucccc\udddd\ueeee')
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