Short answer: Try holding Alt and typing 7437
on the numeric keypad.
Longer answer:
According to FileFormat.Info, one way you can enter a unicode character on Windows is by holding down Alt and typing the decimal value of the unicode character code in the numeric keypad. (This is "Method 3" listed on the linked page.) For LATIN LETTER SMALL CAPITAL M
the Unicode character code is 1D0D
in hexadecimal, which translates to 7437 decimal.
However, this method seems to depend on what code page you are using, and whether the application you are typing into is using a font that contains the character glyph you are typing. I tried this method on Windows 10 to type into Microsoft Word 2013 with the font set to Arial and it worked. But, trying to type that same sequence into this answer using Chrome on the same machine results in a musical note: ♪ So your mileage may vary.
CharMap.exe
, which is in every Windows NT-based system since at least 2000, though there is not always a link to it.