One solution is posted here using unicode. Just copy and paste your text from the website linked, to the Plots’ labels inside raw"":
using Plots
scatter(rand(10,10), xlabel=raw"𝑳𝒂𝒃𝒆𝒍 𝒊𝒏 𝒊𝒕𝒂𝒍𝒊𝒄")
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