How to use Multi_key

[Hans Werner Strube]

Is it possible to actually compose characters not on the keyboard using
Multi_key and XLookupString() in Cygwin X11? So far I had no success,
except for a single, nonreproducible case where Multi_key ' a -> � .
(On my German keyboard, Multi_key is Shift Alt-Gr.)
Or is there a similar feature at the MS Windows level which I don't know?