Strange URL looking?

Hey guys!
So I am browsing around searching for military in Sweden. I really want to take a 3 months course when you learn the basics. Military service is unfortunately not mandatory in Sweden anymore…
Anways, so I come to this site: http://militärtjänst.se/ and what I wonder is why the URL looks like that? Because when I copy it it looks like this: militärtjänst.se - It must be something with the Swedish åäö right? But if I am not remembering wrong I have been able to use åäö in urls before.

Thanks in advance!

I wrote something about how little I knew about this and then when looking up the name I forgot pretty much stumbled on the answer:

The section Internationalizing Domain Names in Applications pretty much explains it