Unfortunately, the compose key doesn't seem to be active by default in Ubuntu 13.04 (at least, for me it wasn't). Fortunately, you can restore the functionality quite easily.
First, open up the system settings application, either by clicking the icon in the sidebar or typing "system settings" into the Unity search bar.
Then, select "Keyboard Layout"
In the "Keyboard Layout" window, click the "Options" button in the lower right of the window.
Find "Compose Key position" in the list, and click it to open it up. Select the desired key(s).