From the first link that you gave, I am assuming
1) that you have already built PyICU
2) you have made sure that the library is accessible
(see documentation on your linked page if you don't have the above)
I found this documentation from your link:
To convert a Python str encoded in a encoding other than utf-8 to an ICU UnicodeString use the UnicodeString(str, encodingName) constructor.
So you need to find the encodingName, I guess yours would be ASCII (you should check to make sure that it is correct, I haven't bothered)
Then I suppose you would do something like this:
>>> from icu import UnicodeString
.
.
.
>>> string = UnicodeString(strToConvert, ASCII)
That is just a quick idea, ymmv. You might want to check the website as it gives more examples and how to do things the "Python way" or the "ICU way".
CHEERS!