Is it possible to create your own custom locale

Question

Since Windows doesnt have a C++ locale with UTF8 support by default, i would like to construct a custom locale object which supports UTF8 (by creating it with a custom ctype facet).

How can i construct a locale object with a my own ctype implementation (i only found functions to construct a locale using an already existing locale as base..)

If C++ does not support construction of locales with a custom ctype facet at all, why is that so ?