C# data is UTF16 and C++ data is UTF8
C++ data can be anything. It depends on what you input. E.g. if your text editor is saving UTF-8, then your string literals are UTF-8. If you process UTF-8 strings in any of your editors/games, then yes, UTF-8 will be stored. However the term "C++ data is UTF-8" is not correct.
You can use SFML to convert between encodings. SFML internally uses UTF-32. Take a look at this: http://www.sfml-dev.org/documentation/2.0/classsf_1_1Utf.php . Especially the specializations are of interest, e.g.:
sf::Utf16::toUtf32( begin, end, output );
My friend does all the drawings(I pay her for them)
Is your friend still available for tasking? ;)