Can you be more specific? What system are you running and what is the
font you are referring to?
There has been steady progress in this regard, both from Word and from
Mac OS X. Snow Leopard is better than Leopard, and so on. Word 2008 is
better than 2004, and so on.
In response to your original question, I don't know how this is done,
whether the system does it by examining the contents of a given font,
or the font itself supplies the information. It may be a combination
of the two. I believe Apple has adjusted its approach to this as Mac
OS X has progressed.
You can, of course, just use Font Collections to group all of your
Chinese fonts together.