Some of unicode characters doesn't work in vim

Question

I am using vim8 on windows 7. The problem is what whenever I try to paste a unicode character from somewhere else it doesn't work instead it shows. For example when I try to enter ⇛ It shows a question mark inside a square ?.

The output of of :version is

VIM - Vi IMproved 8.1 (2018 May 18, compiled May 18 2018 18:36:07)
MS-Windows 32-bit GUI version with OLE support
Included patches: 1
Compiled by mool@tororo
Huge version with GUI.  Features included (+) or not (-):
+acl                +comments           +farsi              +linebreak          +packages           +startuptime        +user_commands
+arabic             +conceal            +file_in_path       +lispindent         +path_extra         +statusline         +vertsplit
+autocmd            +cryptv             +find_in_path       +listcmds           +perl/dyn           -sun_workshop       +virtualedit
+autoservername     +cscope             +float              +localmap           +persistent_undo    +syntax             +visual
+balloon_eval       +cursorbind         +folding            +lua/dyn            -postscript         +tag_binary         +visualextra
-balloon_eval_term  +cursorshape        -footer             +menu               +printer            +tag_old_static     +viminfo
+browse             +dialog_con_gui     +gettext/dyn        +mksession          +profile            -tag_any_white      +vreplace
++builtin_terms     +diff               -hangul_input       +modify_fname       +python/dyn         +tcl/dyn            -vtp
+byte_offset        +digraphs           +iconv/dyn          +mouse              +python3/dyn        -termguicolors      +wildignore
+channel            +directx            +insert_expand      +mouseshape         +quickfix           +terminal           +wildmenu
+cindent            -dnd                +job                +multi_byte_ime/dyn +reltime            -tgetent            +windows
+clientserver       -ebcdic             +jumplist           +multi_lang         +rightleft          -termresponse       +writebackup
+clipboard          +emacs_tags         +keymap             +mzscheme/dyn       +ruby/dyn           +textobjects        -xfontset
+cmdline_compl      +eval               +lambda             +netbeans_intg      +scrollbind         +timers             -xim
+cmdline_hist       +ex_extra           +langmap            +num64              +signs              +title              +xpm_w32
+cmdline_info       +extra_search       +libcall            +ole                +smartindent        +toolbar            -xterm_save
   system vimrc file: "$VIM\vimrc"
     user vimrc file: "$HOME\_vimrc"
 2nd user vimrc file: "$HOME\vimfiles\vimrc"
 3rd user vimrc file: "$VIM\_vimrc"
      user exrc file: "$HOME\_exrc"
  2nd user exrc file: "$VIM\_exrc"
  system gvimrc file: "$VIM\gvimrc"
    user gvimrc file: "$HOME\_gvimrc"
2nd user gvimrc file: "$HOME\vimfiles\gvimrc"

---

This is my minimal vimrc file

set fileencodings=utf-8
scriptencoding utf-8
if has("gui_running")
  if has("gui_gtk2")
    set guifont=Inconsolata\ 12
  elseif has("gui_macvim")
    set guifont=Menlo\ Regular:h14
  elseif has("gui_win32")
    set guifont=Consolas:h13
  endif
endif

Note: Some the characters work fine. But majority doesn't.