I learned how to install support for Asian languages to LaTeX using the CJK Extensions and adding the required fonts. Something like this:

\documentclass{article}
\setlength{\pdfpagewidth}{8.5in}
\setlength{\pdfpageheight}{11in}
\usepackage{CJK}
\usepackage{ruby}
\renewcommand{\rubysep}{-0.1ex}
\usepackage[spanish,english]{babel}
\usepackage[utf8]{inputenc}
\newcommand{\jap}[1]{\begin{CJK}{UTF8}{sazanami-mincho}#1\end{CJK}}

\begin{document}
A very simple document made with \LaTeX\ including Japanese text with \emph{furigana}:
\jap{\ruby{日本語}{にほんご}の\ruby{学生}{がくせい}}

\end{document}

is converted to a nice PDF.