> How do I define a compose key in X?  I have not defined a locale.  

The simplest way (and X-client independant) is to add 

Option "XkbOptions" "compose:menu" 

to this section: 

> Section "InputDevice"
> 	Identifier  "Keyboard0"
> 	Driver      "keyboard"
> 	Option	    "XkbLayout"   "us_intl"
> 	Option	    "XkbVariant"  "nodeadkeys"
> EndSection

This turns the Windows "right click" button into the Compose key.  

GH