The purpose of this post is to let anyone quickly find how to accomplish a configuration task, and list here all the posibilities of the config.php file and also link to pages that explain how is each thing implemented.
Trying to learn and help some other programmers to find their solutions on the Yii Forum (I think is a superb way to learn the framework), I was facing one challenge with an external library that a fellow programmer wanted to use -quite good indeed: PHPExcel. And what is PHPExcel?
To fix issues with display of special language characters once and for all
there's a solution: use Unicode UTF-8 everywhere. If everything is set up to use Unicode, you can use mostly every language in your application.