It depends on what encoding you have choosen.
If you are using UTF-8 encoding, you need to first convert each Unicode character to corresponding UTF-8 bytes sequence and then write that byte sequence to the file.
Its pseudo code will be like
EncodeCharToUTF8(charin, charout, &numbytes); //EncodeCharToUTF8(short,char*, int*);
WriteToFile(charout, numchar);
If you are using UTF-16 encoding, you need to first write BOM at the beginning of the file and then encoding each character into UTF-16 byte sequence (byte order matters here whether it is little-endian or big-endian depending on your BOM).
WriteToFile("\xFF\xFE", 2); //Write BOM
EncodeCharToUTF16(charin, charout, &numbytes); //EncodeCharToUTF16(short,char*, int*);
//Write the character.
WriteToFile(charout, numchar);
UTF-32 is not recommended although, step is similar to UTF-16.
I think this should help you to start.
From your array, it seems that you are going to use UTF-16.
Write UTF-16 BOM 0xFFFE
for little endian and 0xFEFF
for big endian. After that write each character as per byte order of your machine.
I have given here pseudo code which you can white-boxed. Search more on encoding conversion.