my html content have Chinese, Thai language, English.
Chinese and English is ok, but Thai character displayed as ??

do I need get a copy of Thailand font on my machine

Yes, you need Thai fonts installed, and you will need to specify them using the CSS font-family property. You can check the fonts.css file that comes with Prince (under the style folder) to see how fonts for other languages are specified. However, Prince may not support some aspects of the Thai script.