Hi Dario,
First you need to install a Chinese font. It appears that your system cannot find one.
If you are using the latest version of lilypond, it is possible to change the config for the default lilypond fonts. There should be a file called 00-lilypond-fonts.conf on your system. You can add a line in there with your newly installed font. For example,
<family>DejaVu Serif</family>
<family>Noto Serif CJK SC</family>
Alternatively, you can use font-name override if you do not want to change fontconfig files. However, this can become fairly messy if there are a lot of changes between Chinese and English:
\markup{\concat{
{\override #'(font-name . "Noto Sans CJK SC") 我在用}
lilypond
{\override #'(font-name . "Noto Sans CJK SC") 制作乐谱}
}
Max