Do you mean see that data in Query Analyzer on your lap/desktop? Then you will have to install the appropriate code pages on your local machine, then set the results pane to display in a font that understands that there are more than 250 characters. I am using "Courier New (Western)" and it seems to work out well.
The easiest way to "see" a character that has no glyph (written form) in the current character set is to switch character sets until you find one that has a glyph for that character. MCrowley's suggestion of Courrier (Western) is probably a good place to start.
Another way to skin that cat is to represent the data as varbinary and look for the hex value. This is rather painful for beginners, but it works every time for every possible character. Something similar to:
SELECT Db_Name(), Cast(Db_Name() AS VARBINARY(50))