On my Mac, if I hold a letter key for a few seconds a menu will pop up over the letter with options, so I can press and hold e and get è, é, ê, ë, ē, ė, ę.
I tried a few others: O, Ø, Ö -- you have to hold the shift and the letter keys together if you want capitals...
A yields : Æ, Ä, Å, etc
Are there Windows keyboard shortcuts?