Setting Compose Key in MATE
On my machine (a Dell laptop) runing Ubuntu 20.4 with a Mate 1.24 desktop, the following works: go to
System -> Control Centre -> Keyboard -> Layout -> Options
Scroll down to Position of Compose Key; click on the black on-its-side triangle at the left. Choose the compose key. "Left Win" seems to me to be sensible since this key will almost surely not be used for other purposes.
Many of the other options (e.g. "3rd level of Caps Lock") are incomprehensible to me or (e.g. "Menu") do not appear on my keyboard.