Environment: Windows 10 64-bit, English version. Installed Korean IME.
If file names are in Korean (e.g. downloaded files), Windows can display the Korean file name in Explorer without any problem, but it will not display the file name properly. And, you can't enter Korean in cmd.
 only displaying is needed
Go to this page, http://fightingmamoru.tistory.com/49
Download the font and install it, and then in cmd, change the font to "Bitstream Vera Sans Mono"
 both displaying and entering is needed
Go through above step , and install ConEmu (https://www.fosshub.com/ConEmu.html), change the font as in step .