First question. If I call a function, how do I know if it returns a unicode string or not
By reading the documentation. Core functions in perl (like for example uc) return a string of the same kind as they receive: Unicode in, Unicode out. Modules should(!) document what they return.
How is a unicode string encoded (utf8 or 16 etc?)
If you mean by "Unicode string" a string in perl's internal format, you shouldn't (and don't have to) care how it's encoded.
Second question. If I have a unicode string, how do I output it to my console window so that it appears correctly?
If it's a string in perl's internal format, you need to add an encoding layer. For testing, use this small snippet:
If this prints an Euro sign, your terminal works with UTF-8. If it shows Mojibake, configure your terminal to accept UTF-8.
See also: Encodings, Unicode and Perl. It seems that you grasped the most important concepts about Unicode and Perl already, you just need to get a bit more familiar with how Perl handles it.
Perl 6 - links to (nearly) everything that is Perl 6.