There's a number of input methods supported by GTK+ and thus XChat-WDK. You can select them via the context menu of the input box.
The problem with this menu is that the setting won't stick. You have to apply it each time you start XChat-WDK. There's a way to circumvent this by editing the GTK_IM_MODULE environmental variable.
The value of this environmental variable obviously depends on the input method of choice. Unfortunately there's no list for them, but you can search for values on the Internet or guess by their names. For Windows IME it's ime.