Hi Ming,
Indeed yes that fails, using a filename with Chinese characters. As as aside, I myself have been learning to read and write and speak Chinese for a long time. However, I have never had the need to do it in Lilypond. I am not sure that lilypond has focused on Chinese character support very much - but I am not sure. Lilypond does of course support UTF-8, so there is something fishy going on.
I'll have a look more deeply into this for you. In the meantime, as Anglocentric as it may be, can you work with English filenames?
Andrew