If you get an error like:
MySQL Connection Failed: Can't initialize character set xxx
This means one of the following things:
The character set is a multi-byte character set and you have no support for the character set in the client.
In this case you need to recompile the client with --with-charset=xxx or with --with-extra-charsets=xxx. See configure options.
All standard MySQL binaries are compiled with --with-extra-character-sets=complex which will enable support for all multi-byte character sets. See Character sets.
The character set is a simple character set which is not compiled into mysqld and the character set definition files are not in the place where the client expects to find them.
In this case you need to:
Recompile the client with support for the character set. See configure options.
Specify to the client where the character set definition files are. For many clients you can do this with the --character-sets-dir=path-to-charset-dir option.
Copy the character definition files to the path where the client expects them to be.