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You can copy these from the Windows Character Map and paste them into your text in Premiere. You may not be able to match the font exactly as not all the fonts used in Premiere are available.
You will find the Character Map via Start > All Programs > Accessories > System Tools.
I find that the alt+numeric keypad shortcuts work fine in PPro as well. So for instance:
ä = alt+132
Ä = alt+142
Ü = alt+154
Ö = alt+153
Etc. there are lists of all these shortcuts on wikipedia.
Hope it works for you as well.
thank you guys for the solution !