If you were using C++11 then this would be easy:
std::string msg = u8"महसुस";
But since you are not, you can use escape sequences and not rely on the source file's charset to manage the encoding for you, this way your code is more portable (in case you accidentally save it in a non-UTF8 format):
std::string msg = "\xE0\xA4\xAE\xE0\xA4\xB9\xE0\xA4\xB8\xE0\xA5\x81\xE0\xA4\xB8"; // "महसुस"
Otherwise, you might consider doing a conversion at runtime instead:
std::string toUtf8(const std::wstring &str)
{
std::string ret;
int len = WideCharToMultiByte(CP_UTF8, 0, str.c_str(), str.length(), NULL, 0, NULL, NULL);
if (len > 0)
{
ret.resize(len);
WideCharToMultiByte(CP_UTF8, 0, str.c_str(), str.length(), &ret[0], len, NULL, NULL);
}
return ret;
}
std::string msg = toUtf8(L"महसुस");