If you have the Japanese IME should work, Google language also should work (haven't tested after first try on google language)
You won't see the keyboard change like you did in XI but it's there, try ALT+~ to see if that switches input to Japanese, if not the language might be on English so try ALT+SHIFT to switch first and type, if still not godo, try ALT+~ after this. Wish there was a display icon showing the language status.

I'm on English Windows 7 with Japanese IME, and playing FFXIV in Japanese on a US version CE box.