MySQL 5.7 C API Developer Guide
int
mysql_set_character_set(MYSQL *mysql,
                        const char *csname)
          This function is used to set the default character set for the
          current connection. The string csname
          specifies a valid character set name. The connection collation
          becomes the default collation of the character set. This
          function works like the SET
          NAMES statement, but also sets the value of
          mysql->charset, and thus affects the
          character set used by
          mysql_real_escape_string()
        
MYSQL mysql;
mysql_init(&mysql);
if (!mysql_real_connect(&mysql,"host","user","passwd","database",0,NULL,0))
{
    fprintf(stderr, "Failed to connect to database: Error: %s\n",
          mysql_error(&mysql));
}
if (!mysql_set_character_set(&mysql, "utf8"))
{
    printf("New client character set: %s\n",
           mysql_character_set_name(&mysql));
}