I saved some strings in Microsoft Agenda in Unicode big endian format (UTF-16BE). When I open it with the shell command
No, codepoints outside of the Basic Multilingual Plane use two UTF-16 words (so 4 bytes).
For codepoints in the U+0000 to U+D7FF and U+E000 to U+FFFF ranges, the codepoint and UTF-16 encoding map one-to-one.
For codepoints in the range U+10000 to U+10FFFF, two words in the range U+D800 to U+DFFF are used; a lead surrogate from 0xD800 to 0xDBFF and a trail surrogate from 0xDC00 to 0xDFFF.
See the UTF-16 Wikipedia article on the nitty gritty details.
So, most UTF-16 big-endian bytes, when printed, can be mapped directly to Unicode codepoints. For UTF-16 little-endian you just swap the bytes around. For UTF-16 words in starting with a 0xD8 through to 0xDF byte, you'll have to map surrogates to the actual codepoint.