Does anyone know of a good resource explaining how the compose key is supposed to work in general beyond the simple cases like those discussed in this article ?

I have an interest in some less spoken languages like Ancient Greek and Sanskrit and though there are specific keyboard layouts that mostly work there are still some less common combinations of diacritics used in writing Ancient Greek, for example, that don't seem to be covered.

Is there some way to use the compose key for entering general Unicode sequences for example, that would work for different applications ?

I'm a Linux user but I'd be interested in seeing a solid exposition on this topic even if it was for a different OS.