This tutorial shows the voicebank conversion process for you. It might be useful if you want to use a Japanese UTAUloid such as Teto Kasane, but you didn't or cannot set the computer locale to Japanese.
If you want to install a Japanese-made voicebank, it is very likely that the voice files are in Hiragana. Conversion is easy in some cases, namely if Japanese locale is installed or an operating system other than Windows XP is used. If you don't know the Hiragana alphabet, a Hiragana chart will help.
You can convert voicebanks with software made for this purpose. This voicebank converter for Windows can do the conversion work for you provided that your Windows installation can display Japanese characters or you have access to such computers. There is shell script for Linux for the same purpose if the usage of this operating system is needed for the process. However, these programs are not perfect and may produce unexpected results with some voicebanks.
The most common issues with Kana voicebanks are mojibake (AKA. garbled file names) and the resulting data loss. If your Windows installation has some support for Japanese, then switching to another compressing application may keep mojibake away. Bandizip is highly recommended, as it supports encoding switching. WinRAR also can work with partial Japanese support, but only if the voicebank is packaged in the .RAR format.
In the most extreme cases where the Japanese language pack cannot be installed due to missing installation disk or a dumbed-down Windows XP installation, you may have to resort to the "listen-then-rename" method. This method is very tedious and sometimes unreliable as if you are not familiar with Japanese phonetics or cannot easily distinguish voiced and unvoiced consonants, you might give some samples the wrong name. This hassle can be avoided by installing a Linux distribution alongside your Windows system, using a Japanese-compatibile Linux Live USB and doing the conversion work there or by downloading pre-converted voicebanks. Be careful though with the latter solution, as voicebanks can and will have policies limiting or prohibiting (re-)distribution. Please check the usage clause of each voicebank before downloading or uploading converted versions.