Is there any program Chinese program that I can install from iTunes or app store? I need those program that I can input Chinese as I need to send mail in Chinese sometimes.

Go to Settings > General > Keyboard > International Keyboards, and add one of several Chinese keyboard choices.

A little world key will appear to the left of your space bar on the touch keyboard. You can tap on this to cycle through your different keyboards, or tap and hold for a menu of your keyboards.