I have txt file whose contents are:
\\u041f\\u0435\\u0440\\u0432\\u044b\\u0439_\\u0438\\u043d\\u0442\\u0435\\u0440\\u0430\\u043a\\u0442\\u0438\\u0432\
It's not very easy when you're reading in the file. It's easier to do a post-processing step afterwards. You can use Boost::regex to look for the pattern "\u[0-9A-Fa-f]{4}", and replace that by the corresponding single character.
Boost::regex