Merge bitcoin/bitcoin#22926: doc: Set PYTHONUTF8=1 for functional tests on Windows

c427a5800b doc: Set PYTHONUTF8=1 for functional tests on Windows (Hennadii Stepanov)

Pull request description:

  The `PYTHONUTF8` environment variable is defined in [PEP 540](https://www.python.org/dev/peps/pep-0540/), and it is actually used in our CI: 5e3380b9f5/.cirrus.yml (L89)

  This PR documents such usage to avoid users' [errors](https://github.com/bitcoin/bitcoin/pull/22922#issuecomment-915511037).

ACKs for top commit:
  MarcoFalke:
    cr ACK c427a5800b

Tree-SHA512: 441b8cecfe47d548cfe403b0e1cd0aef25c1a70ff556434ead1f1e26372919931ac6f208a4ed6fd8dcca46e8709245e4fb06f95259a43c8e1221473ce1ee497b

test/README.md

@@ -26,13 +26,20 @@ See [/doc/fuzzing.md](/doc/fuzzing.md)
 
 ### Functional tests
 
-#### Dependencies
+#### Dependencies and prerequisites
 
 The ZMQ functional test requires a python ZMQ library. To install it:
 
 - on Unix, run `sudo apt-get install python3-zmq`
 - on mac OS, run `pip3 install pyzmq`
 
+
+On Windows the `PYTHONUTF8` environment variable must be set to 1:
+
+```cmd
+set PYTHONUTF8=1
+```
+
 #### Running the tests
 
 Individual tests can be run by directly calling the test script, e.g.: