You would need to use the Unicode version of NSIS (which is unofficial). My advice, skip NSIS and use InnoSetup or Wix. Both are very well supported and actually support modern Windows.
We don't have plans to update the NSIS example because the project is effectively dead (despite getting arbitrary version bumps over the last couple of months).
InnoSetup is fully supported and we continually update the code and article. And WiX will have an example installer integration written for it in the near future.