Hello Marco,
Until the next version of CVI comes out, you can only use Greek characters if you switch your system language to Greek in the Control Panel ("language to use for non-Unicode programs" option). But note that even after you switch to Greek, you'll still be able to also use Latin characters in your application, although you will not be able to use other non-Western character sets (like Cyrillic, or Slavic, for example).
You will also need to add the Greek keyboard mapping in the Control Panel.
In CVI, if you're using CVI 8.0, you will need to set the font of the control that you want to hold Greek characters to a font with the word "Greek" in it (you should easily notice those language-specific fonts in the drop-down list). Then, to type into the control, switch the keyboard mapping to Greek (using <Alt-Shift>) and type your string.
If you then use CVI 8.0.1 through 8.5.1, you won't have to pick a special font for that control. As a matter of fact, you won't see any language-specific fonts in the drop-down list. Most fonts should be able to display Greek characters, as well as Latin characters.
Luis