Should I include foreign characters in my essay?

I'm writing an essay in English about a foreign culture, and there are some terms that only have a pronunciation translation. Should I type up foreign characters in the essay itself? For example, the Japanese/Chinese character, 劫 (ko), means "an illegal move in go that resets the game to an earlier position". Should I simply write "ko" and explain what it means, or also include 劫 in brackets?