I'm planning to use the font KaiTi for my desktop application, it's a Chinese font shipped with Windows 7 (possibly XP and Vista too). The font file itself will not be distributed or included in the app, however I'm going to rasterize the characters and include this raster version in the app. The user can then look at the character and see how the strokes are drawn.
Do you think the KaiTi license allow me to do so?
It's not an Adobe font. We don't have the text of the license to be able to give you an opinion. What does the license say? If you have questions about a font distributed by Microsoft with Windows, why don't you simply contact Microsoft and ask them?