For Chinese, you can read this first:
How does one type Chinese in LaTeX?
The CJK symbol 塞(U+F96C) you want to typeset is “CJK COMPATIBILITY IDEOGRAPH”.
It is rarely used for Chinese or Japanese documents, but for Korean. So most Chinese fonts (including gbsn installed on TeX distributions) do not have this symbol.
I don't know what you want actually. If you just want to typeset 塞(U+585E), it is OK to use:
% pdflatex or latex
\documentclass[11pt]{article}
\usepackage[T1,T2A]{fontenc}
\usepackage{CJKutf8}
\usepackage[english,russian]{babel}
\begin{document}
\begin{CJK*}{UTF8}{gbsn}
塞 for Chinese
\end{CJK*}
\end{document}
But if you really need 塞(U+F96C) for Korean, you have to use a proper font for this symbol. Say, use a Korean font
\documentclass[11pt]{article}
\usepackage[T1,T2A]{fontenc}
\usepackage{CJKutf8}
\usepackage[english,russian]{babel}
\begin{document}
\begin{CJK*}{UTF8}{mj}
塞 for Korean
\end{CJK*}
\end{document}
You can also use XeLaTeX and a font from your OS. On Windows, for example,
% xelatex
\documentclass[11pt]{article}
\usepackage{xeCJK}
\setCJKmainfont{Batang}
\begin{document}
塞 VS. 塞
\end{document}
BTW, this might be helpful if you need to typeset rare symbols:
high and low CJK codepoints in a single XeLaTeX document
xeCJKwith pdflatex. – Leo Liu May 09 '13 at 07:51