In Windows, we can use ALT+Keycode (for example, 130) to get an e acute, but it does not work this way in Ubuntu/Debian.
Is it possible to have the same keycodes work in Ubuntu?
First hold Ctrl+Shift, then tap U and let go. An underlined "u" will appear, to which you can append a combination of characters. Hit enter after that and the new character will appear.
For instance, if I hold Ctrl+Shift and hit U, type e+9, then hit enter, an é appears. If I hit e+8 instead, an è does instead.
You can find the correct combinations using the Character Map program in Accessories. The first "0" or two that you find on certain entries can be dropped (e.g. a ç is listed as 00E7, but you only need to type the e7).
It's a bit odd coming from using the Alt method in Windows, but you'll acclimate quickly.
N.B.: If you need to frequently type many types of accented characters see Adam Byrtek's answer below for a nice method that, while it requires some setting up, can save a lot of time in the long run.
Configure the compose key, press it to enter the compose mode and type
Press Ctrl+Shift+U an underlined u will appear, then entry the Unicode of the character do you want.
For others characters use the 'Character Map' program to get the Unicode.