But it's quite weird because as you say, when typing in japanese or korean those voices are silent; for example, I have a sapi4 Eloquence voices in japanese, korean and chinese. Then if I type some characters nothing happens. However, I remember that when I tested the new Eloquence from Code Factory, I could write in those three asian languages; it's like they had made something so that the asian languages might work.

So, if there's not a way to convert those characters into the proper ones, what can I do?

Thanks for your answer!

PS: I can paste a piece of demo of Eloquence or the EULA I'm talking about in korean if that can help.

If you want to use English synthesizers to read and write Asian languages, you're out of luck... you're going to need a TTS voice that is specifically designed to work with those languages. Keep in mind that the languages you are talking about all have different writing systems.
Arcadia, about your problem... your system locale may have to be set differently. Installing a language pack doesn't automatically make it display correctly, especially if using programs that are made specifically from china like Zhengdou, which may not be able to process unicode characters. Try switching your system locale.
As to the romanizing subject, I highly doubt that there is a program obtainable by the average guy to convert characters into romanization automatically, because again, remember that hangul, the three Japanese alphabets, and the chinese writing system, both traditional and simplified are different from each other, and Chinese especially has thousands upon hundreds of thousands of characters built up over 5000 years of written history. And Chinese names with four characters actually are a thing, so it may not be an actual mistake on the part of either the computer program or the person doing the romanizing... but I don't know how much Chinese you actually speak, so won't make any assumptions of how much you know or don't. haha. I speak four dialects of Chinese as well as Japanese and Korean, so I'm not spouting hot air... at least, not too much of it, anyway. I'm not an expert, just someone who was lucky enough to be able to speak them.

at Assault_freak, I didn't know changing the system locale would change whether a screen reader would work. I'll have to try that, now that I paid a pile of money to make my nvda speak with vocalizer voices. I wish I could speak at least some of any Chinese dialect, but I didn't think I would ever be coming to China to work until, this June, so my knowledge, though quickly growing is almost nonexistent. I hope to learn lots, but unfortunately for anyone I will try to practice with when I go back to the states, my Chinese will reek of the province where I work. lol