Kindly follow the below steps to import other language data using Apex Data loader

1. Open the .xls file that displays the other language characters correctly and which was prepared for import.

2. Click File –> Save As.  In “Save as type”, kindly select Unicode Text (*.txt).

3. Click “Save” button.

4. Open the .txt file in Notepad.

5. In Notepad, click File –> Save As.
      i. In“File name”, change the file’s extension from .txt to .csv.
      ii. In “Save as type”, select “All Files”.
      iii. In “Encoding”, select “UTF-8”.
      iv. Click “Save” button.

6. Import the .csv file

To check the formatting of the .csv file before importing, you can open
it using Excel (do not open by clicking  on the .csv file). To
open using Excel, start Excel and click File –> Open and browse the
.csv file.