There are several existing bug reports on character selection for IME inputs, search and more e.g. Any filter or search function doesn't work with non-english IME on Mac which should be fixed in next release; Incomplete search when using Chinese which is backlogged.
@JACKHAN You might want to give more details in the exact situation you are encountering, or record a video. (btw welcome to the community.)
From your very limited information, I suspect you would be able to add a relation if you add a space (spacebar) after selecting the Chinese character(s) you inputted, the create new relation option should pop up.