I had this question form another user - Norwegian - last week.
There are two ways to do it; but only one that's actually go anywhere...
You can configure your cli application to use another character set; but the application has to support this.
Or, you have to exchange your system fonts, your personal installed fonts, and the keyboard mapping files. Just changing keyboard layout and location in the preferences doesn't affect the console. (This goes for Classic, as well.)
And Apple hasn't actually gone out of their way to make that option readily available, have they...?
to change the keymapping in the full screen darwin mode you get when you log as >console I think you can use the command xmodmap, this is the way to do it in Linux and probably most other UNIX versions. Try "man xmodmap" or search the web for it.