Please note: it is no longer necessary to tick the 'Allow HTML' checkbox (found under 'Page properties' -> 'Additional options') in order to use accented characters. The only time you need to tick this checkbox is if you wish to use HTML tags, eg. for italicised or bold text.
You may wish to have a page which uses accented characters or other symbols in its Link caption or Page heading. A common use for this (though by no means the only use) is for a page about someone whose name includes such a character.
To insert a special character, you need to use the appropriate HTML entity in your page title or link caption. For example, if you wanted your Link caption to read 'My Début' you would type 'My Début' into the 'Link caption' text box.