I know following is the way to use unicode in C#
string unicodeString = \"\\u0D15\";
In my situation, I will not get the character code (
Here's an NUnit test showing arul and Adrian's solution - note that one solution starts with input in a string, while with the other solution the input starts in just a char.
[Test]
public void testConvertFromUnicode()
{
char myValue = Char.Parse("\u0D15");
Assert.AreEqual(3349, myValue);
char unicodeChar = '\u0D15';
string unicodeString = Char.ConvertFromUtf32(unicodeChar);
Assert.AreEqual(1, unicodeString.Length);
char[] charsInString = unicodeString.ToCharArray();
Assert.AreEqual(1, charsInString.Count());
Assert.AreEqual((int) '\u0D15', charsInString[0]);
}