This is for OS X (Mac) but should work similarly for Windows.
Go to Kodi.app, show package content then Resources\Kodi\media\fonts and backup original arial.ttf and replace it with tahoma.ttf (you can copy it from \Library\Fonts). Then go to Kodi Settings\Appearance\Skin\Fonts and make sure it's set to "Arial based". That's it. Setting Language or Character set to Thai just does not work (Feb 2016).