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Now you have installed zh-XEmacs, do the following:
cp /usr/local/lib/xemacs-21.1.2/etc/app-defaults/zh_TW.Big5/Emacs ~/Emacs
cp /usr/local/lib/xemacs-21.1.2/etc/app-defaults/zh_TW.Big5/sample.emacs ~/.emacs

To use XIM, execute xcin2.5 first, set BOTH LANG and LC_CTYPE to zh_TW.Big5,
then execute xemacs.  You should be able to input Chinese now.
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