Adding foreign language keys to your keyboard

If you speak another language, specifically one that makes use of accents and the like (è, ê, û, etc.), you'll have noticed that one of your only options to use these with Linux is to have a file open, or use a utility like GNOME'sarchive.org character picker. Find out how to map your keyboard so that you won't need to constantly copy and paste your special characters, and put your keyboard's Windows key to use.