Although that Sitefinity allows you such file names, not all applications will accept it. The reason for this is that the special characters should be encoded. Everything that goes beyond the latin characters is usually encoded.
That is why I suggest you to add a new metafield to the libraries section. Name it for example "original_title". You should use it for the Arabic title, while keeping the original Title field for latin character title, which is forming the URL later.
You can find more information about the metafields in the User Manual.
the Telerik team