Notepad++, entering Unicode characters

This procedure should enter a Unicode character: Hold down Alt, press the numeric keypad's + key, then enter the Unicode character's four-digit code on the numeric keypad (using the main keyboard for A-F)

This only works if you enable the hex numpad by creating a registry key named EnableHexNumpad with type REG_SZ in HKCU\Control Panel\Input Method, set its value to 1 then reboot. If not enabled then you can only enter characters in the OEM and ANSI code pages. That's why you see the final character similar to Alt+024 when typing Alt++0024

There are also other ways to enter arbitrary Unicode characters in Notepad++ that you can find in Notepad++ inserting special Unicode characters in UTF-8

In other posts I saw that some users prefer to enter special characters through Run > Charmap, but my Notepad++ has no such menu entry

Run > Charmap here has nothing to do with Notepad++. It means open the Run dialog (Windows+R), type charmap then enter to run charmap.exe. Alternatively just open Start menu, search for character map and open