Is Writeln capable of supporting Unicode?

Just set the console output codepage through the SetConsoleOutputCP() routine with codepage cp_UTF8.

program Project1;

{$APPTYPE CONSOLE}

uses
  System.SysUtils,Windows;
Const
  Text="АБВГДЕЖЅZЗИІКЛМНОПҀРСТȢѸФХѾЦЧШЩЪЫЬѢѤЮѦѪѨѬѠѺѮѰѲѴ";
VAR
  NumWritten: DWORD;
begin
  ReadLn;  // Make sure Consolas font is selected
  try
    WriteConsole(GetStdHandle(STD_OUTPUT_HANDLE), PChar(Text), Length(Text), NumWritten, nil);    
    SetConsoleOutputCP(CP_UTF8);
    WriteLn;
    WriteLn('АБВГДЕЖЅZЗИІКЛМНОПҀРСТȢѸФХѾЦЧШЩЪЫЬѢѤЮѦѪѨѬѠѺѮѰѲѴ');
  except
    on E: Exception do
      Writeln(E.ClassName, ': ', E.Message);
  end;
  ReadLn;
end.

Outputs:

АБВГДЕЖЅZЗИІКЛМНОПҀРСТȢѸФХѾЦЧШЩЪЫЬѢѤЮѦѪѨѬѠѺѮѰѲѴ
АБВГДЕЖЅZЗИІКЛМНОПҀРСТȢѸФХѾЦЧШЩЪЫЬѢѤЮѦѪѨѬѠѺѮѰѲѴ

WriteLn() translates Unicode UTF16 strings to the selected output codepage (cp_UTF8) internally.

---

Update:

The above works in Delphi-XE2 and above.
In Delphi-XE you need an explicit conversion to UTF-8 to make it work properly.

WriteLn(UTF8String('АБВГДЕЖЅZЗИІКЛМНОПҀРСТȢѸФХѾЦЧШЩЪЫЬѢѤЮѦѪѨѬѠѺѮѰѲѴ'));

---

Addendum:

If an output to the console is done in another codepage before calling SetConsoleOutputCP(cp_UTF8),
the OS will not correctly output text in utf-8.
This can be fixed by closing/reopening the stdout handler.

Another option is to declare a new text output handler for utf-8.

var
  toutUTF8: TextFile;
...
SetConsoleOutputCP(CP_UTF8);
AssignFile(toutUTF8,'',cp_UTF8);  // Works in XE2 and above
Rewrite(toutUTF8);
WriteLn(toutUTF8,'АБВГДЕЖЅZЗИІКЛМНОПҀРСТȢѸФХѾЦЧШЩЪЫЬѢѤЮѦѪѨѬѠѺѮѰѲѴ');