I would like to display a unicode character (the speaker symbol U+1F50A) in label. Is it possible to enter this symbol in Interface Builder?
Yes, you can click "Edit" > "Special Characters…" — there you can find all unicode characters (including the emoji) and copy/paste them where you set the label text in Interface Builder.
EDIT: In Xcode 6 it's "Edit" > "Emoji & Characters"
Xcode 7+: "Edit" > "Emoji & Symbols"