How can I import special characters using Feeds?
Consider using the Feeds Tamper module. Here is a quote from its project page:


  ... provides a small plugin architecture for Feeds to modify data before it gets saved. Several plugins are available by default and are described in the examples section below. Additional plugins can be added in separate modules or through the issue queue.


It allows for HTML encoding / decoding of feeds content before saving.

PS: Feeds Tamper doesn't know anything about taxonomy terms (you cannot use it for "Terms", as mentioned in a comment to this answer, which the original question didn't mention though).