Arabic transliteration characters cannot be stored in regular shapefiles, coverage, or SDE. They can be stored in a personal geodatabase or Unicode-enabled shapefile.
Arabic transliteration characters are not included in the regular Arabic codepage. To store these characters, data must be stored in Unicode.
Another data format that can support Unicode is a shapefile, however, regular shapefiles do not support Unicode. In order to create shapefiles in Unicode, specify 'UTF-8' as .dbf default codepage before creating the shapefiles. The instructions on how to set the .dbf default codepage are found in the Related Information link below.