In the "Data & Analysis" tab,
select "Export & Import", then "Export Data…"
You will be presented with the following screen. Although the default selection is "CSV" (short for "Comma Separated Values"), this file format uses UTF-8 encoding which is insufficient to display Chinese characters. Instead, you can use TSV, ("Tab-Separated Values"), which uses UTF-16 encoding and will display Chinese characters correctly. Simply select TSV and hit "Download".
You have now downloaded your TSV file, which should correctly encode special characters like Chinese hanzi, for use in your preferred data analysis program.
Although some data analysis programs can open TSV files directly, Microsoft Excel requires an intermediary step.
To open the .TSV data in Excel, first open Excel, then go to File --> Open --> Browse:
Navigate to where your .TSV file is located, and then be sure that in the bottom-right dropdown, "All Files" is selected instead of the default "All Excel Files".
Select your .TSV file and click "Open".
You will be presented with an import pop-up.
Be sure that you select "Delimited" under the Original Data Type section, then hit "Next".
On the next page, ensure that "Tab" is selected as your only delimiter (remember, that's the "T" in "TSV"), then hit "Next".
On the next window, there are several formatting options. You can select each column in the Data Preview pane and then select a different format in the Column data format section.
"General" is the default, and is okay in many circumstances. But some areas in which to be careful are ensuring that dates are selected to be in the proper format, and that numerical strings that should not be treated as numbers, for example Coordinates, Phone Numbers, ISBNs, etc are selected to be "text", otherwise they risk being converted to decimal or scientific notation, which can wreak havoc in some situations.
When you are done, click "Finish" and your data should be properly displayed.