PROBLEM FINALLY SOLVED!
NO NEED TO ADD LOCALE, NO NEED TO CHANGE SYSTEM LANGUAGE, DOLPHIN AND ALL OTHER FILE MANAGERS ARE DISPLAYING CHINESE FILE NAMES PERFECTLY!
Hi, Texstar, thank you for your attention.
But I have somehow managed to find the solution myself. To enable file managers to display Chinese file names in KDE (which many people say is impossible):
1. Install the appropriate Chinese font packages from Synaptic.
2. Add this code to the file ~/.bashrc
export LC_CTYPE=zh_TW.UTF-8
The magic is in the word UTF-8. Without this, the Chinese file names would be a bunch of strange symbols.
Also, set the default system font to Arial or another font that supports both English and Chinese (otherwise the window titles on your screen may become very "wide").
So, how did I manage to find this out? I kept googling all over the net, and I get a bit of a hint here and another bit there. After that, I worked it out myself. I have spent more than half a week to do this research, and I am soooo happy

now because I can have a kde desktop (which has great graphics that IMHO surpass those of Windows 7) that can fulfil my everyday computing needs!
That's why my father often tells me, "Google is your best friend."
Thanks you all for your assistance. BTW, Texstar, are you the developer of the PCLOS Linux?
PS, to help many others who cannot work out how to do the trick (I have read at least 10 articles on the web that ask for help in this aspect and the final conclusion is "it is impossible"), I have started a new thread describing this issue.
Regards.