You can press Ctrl+Shift+U, then hold down Ctrl+Shift while typing the Unicode code point of any character, then release Ctrl+Shift to realize it as a character. For example, to type é, this becomes Ctrl+Shift+U+E9 because é is U+00E9 (you don't have to type out the initial zeroes).
This trick works fine with GTK-based applications running under Xfce for me.
If you only need to type a few different such characters, this may be acceptable, but I'll be the first to admit that I wouldn't want to commit half of even the Unicode BMP to memory.
Another alternative is to augment the key map to define a Compose key, as suggested by ott-- in the comments. I looked around a little and couldn't immediately find any way to do it through the GUI (from the looks of the Wikipedia article it should be perfectly doable, but I failed to find the dialog in question), but did come across a forum post that suggested using the likes of
setxkbmap -option compose:rwin, which could quite possibly be done through ~/.xinitrc or ~/.xsession. Then Compose+' followed by E (where Compose = Right Win) yields