Note the three options: The first and second options add gb and big5 surpport to the software; The third adds xim surpport, i.e., with this option choosed you can input chinese in rxvt terminal.
Then compile and install:
#make;make install
Then rxvt should surpport chinese characters. BTW, if you want to view chinese filenames in FAT/FAT32/NTFS filesystems, you should add an option "charset=cp936" to the line which discribes the mounting rules of such file systems in the file /etc/fstab