Not sure but I don't think you can.
I use w2k pro which has multi-lingual support. On my English version of w2k pro, even with Chinese support, I open a cmd window, turn on the Chinese input method, try to type Chinese, and it won't come out. If I copy and paste Chinese characters on to the command prompt, it still won't accept it.
On my Chinese version of w2k pro, that's possible.
So even if your XP is XP Pro (which also has multi-lingual support), but if it's an English version, I suspect you can't do what you want.
What exactly do you want to do in the cmd prompt? Maybe there's a workaround.