That means that you selected a font that does not include those glyphs, and Photoshop does not do automatic font substitution like your browser does.
Well, the good news is you convinced me it ought to work somehow: and I have now managed to use copy/paste creatively to entice the required glyphs into my file. Thanks for encouraging me to persevere.
The question "why didn't Photoshop let me change font" remains open, but has vanished into insignificance until next time. As for the whole ghastly question of Windows versus Unicode, I'm left with the impression the developers feel they went far enough by making ASCII codes accessible.
And I realise it's silly to expect all Adobe products to use the same interface for something as basic as keyboard input – but while the FrameMaker palette may be a long way from beautiful, it gets the job done.