As others note, you must use a fixed-width font. Vim is a text editor, not a WYSIWYG editor.
If you have a fixed-width font with the characters you need then:
:set guifont=*
Select the font you want to use, the size, etc. Once you're happy with it, do:
:set guifont?
And it will output the current setting of the value. Put the "set guifont=foo" in your .gvimrc (or in .vimrc with a if has("gui_running") block).
set guifont==&guifont
That will put the current value into the file.