UNICODE doesn't have representation of all latin letters in subscripts and superscripts: just a few of those. You'll have to use markup to do that.
For example, if you're using HTML, you can use the following markup:
example<sub>S</sub>
which gets converted into exampleS.
Same functionality is available in many other text rendering engines: TeX, etc. If you're displaying it in WinForms or something similar, unfortunately, you'll have to do it yourself.
Also, regarding the "UTF8". It's just an encoding of the UNICODE table. UTF8 can encode any UNICODE character, as does UTF16, UTF32 and others. Therefore, your question is really about existence of latin subscript characters in UNICODE.