Converting string with escapes in it to Unicode

I want to take a variable, and add it to a string as a command to make a Unicode character. See below for clarification through pseudo-C++:

for (int i = 0; i <= 50625; i++){

        hexcode = dec_to_hex(i+32);     //this already works & returns a hex string
        unicode_var = U"\u$(hexcode)";     //inserts hexcode into the command for a Unicode char (I used PHPish syntax to help convey this) 
    }

What do I do to "insert" the variable as a string and get it interpreted as part of a command? Forgive me if this is a stupidly simple question; C++ is still mysterious to me.