If you have the Unicode value then you can do
uint32_t code = 0x0125; // U+0125 is 'ĥ'
NSString *s = [[NSString alloc] initWithBytes:&code length:4
encoding:NSUTF32LittleEndianStringEncoding];
This works even for Unicodes outside the "Basic Multilingual Plane", such as
uint32_t code = 0x01F604; // 😄 = SMILING FACE WITH OPEN MOUTH AND SMILING EYES
The above code assumes that integers are stored in little-endian byte order (which is the case for all current processors running iOS or OS X). A byte-order independent method is
uint32_t code = OSSwapHostToLittleInt32(0x0125);
In Xcode, you can lookup the Unicodes in the "Character Viewer" from the "Edit -> Special Characters ..." Menu. Of course there are also tables for all Unicodes at Unicode 6.3 Character Code Charts.